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 | 120,634 CHF | 121,634 CHF | 99.75% | 99.75% |
12/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 121,598 CHF | 122,599 CHF | 98.93% | 98.93% |
11/07/2024 | 0.87% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 121,854 CHF | 122,858 CHF | 97.80% | 97.80% |
10/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,037 CHF | 126,037 CHF | 99.99% | 99.99% |
09/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,551 CHF | 126,551 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,473 CHF | 127,473 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 125,163 CHF | 126,163 CHF | 98.91% | 98.91% |
04/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,456 CHF | 126,456 CHF | 98.36% | 98.36% |
03/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,875 CHF | 126,875 CHF | 99.39% | 99.39% |
02/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,778 CHF | 129,778 CHF | 99.10% | 99.10% |