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 | 0.92% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,584 CHF | 109,584 CHF | 99.75% | 99.75% |
12/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 109,533 CHF | 110,534 CHF | 98.93% | 98.93% |
11/07/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 109,821 CHF | 110,826 CHF | 97.78% | 97.78% |
10/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,265 CHF | 113,265 CHF | 99.99% | 99.99% |
09/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,206 CHF | 113,206 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,026 CHF | 111,026 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 112,500 CHF | 113,500 CHF | 98.83% | 98.83% |
04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,671 CHF | 115,671 CHF | 99.16% | 99.16% |
03/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,727 CHF | 117,727 CHF | 99.41% | 99.41% |
02/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,130 CHF | 119,130 CHF | 99.99% | 99.99% |