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 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,921 CHF | 111,921 CHF | 99.76% | 99.76% |
12/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 112,133 CHF | 113,133 CHF | 98.93% | 98.93% |
11/07/2024 | 0.94% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 112,610 CHF | 113,615 CHF | 97.80% | 97.80% |
10/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,502 CHF | 116,502 CHF | 99.99% | 99.99% |
09/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,887 CHF | 116,887 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,821 CHF | 117,821 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 115,517 CHF | 116,517 CHF | 98.93% | 98.93% |
04/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,995 CHF | 116,995 CHF | 87.99% | 87.99% |
03/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,306 CHF | 117,306 CHF | 99.39% | 99.39% |
02/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,157 CHF | 120,157 CHF | 97.67% | 97.67% |