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 | 1.02% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,757 CHF | 98,757 CHF | 99.76% | 99.76% |
12/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 98,623 CHF | 99,623 CHF | 98.73% | 98.73% |
11/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 99,115 CHF | 100,120 CHF | 97.80% | 97.80% |
10/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,400 CHF | 99.99% | 99.99% |
09/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,317 CHF | 102,317 CHF | 99.99% | 99.99% |
08/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,167 CHF | 100,167 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 101,617 CHF | 102,618 CHF | 98.88% | 98.88% |
04/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,749 CHF | 104,749 CHF | 99.16% | 99.16% |
03/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,818 CHF | 106,818 CHF | 99.43% | 99.43% |
02/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,186 CHF | 108,186 CHF | 99.98% | 99.98% |