Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,073 CHF | 122,073 CHF | 99.75% | 99.75% |
12/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 122,358 CHF | 123,358 CHF | 98.93% | 98.93% |
11/07/2024 | 0.86% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 122,640 CHF | 123,644 CHF | 97.78% | 97.78% |
10/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,609 CHF | 126,609 CHF | 99.99% | 99.99% |
09/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,189 CHF | 127,189 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,994 CHF | 127,994 CHF | 99.85% | 99.85% |
05/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 125,939 CHF | 126,939 CHF | 98.93% | 98.93% |
04/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,090 CHF | 127,090 CHF | 99.06% | 99.06% |
03/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,494 CHF | 127,494 CHF | 99.39% | 99.39% |
02/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,382 CHF | 130,382 CHF | 100.00% | 100.00% |