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 | 0.83% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,323 CHF | 121,323 CHF | 99.76% | 99.76% |
12/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 122,247 CHF | 123,248 CHF | 98.93% | 98.93% |
11/07/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 123,982 CHF | 124,987 CHF | 97.72% | 97.72% |
10/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,803 CHF | 129,803 CHF | 99.99% | 99.99% |
09/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,947 CHF | 129,947 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,257 CHF | 128,257 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 128,713 CHF | 129,713 CHF | 98.88% | 98.88% |
04/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,343 CHF | 132,343 CHF | 98.99% | 98.99% |
03/07/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,300 CHF | 135,300 CHF | 99.39% | 99.39% |
02/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,723 CHF | 139,723 CHF | 99.87% | 99.87% |