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 | 0.51% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,934 CHF | 194,934 CHF | 99.68% | 99.68% |
12/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,503 CHF | 195,503 CHF | 98.32% | 98.32% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,413 CHF | 200,413 CHF | 97.69% | 97.69% |
10/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,048 CHF | 204,048 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 200,952 CHF | 201,952 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,745 CHF | 203,745 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,083 CHF | 204,083 CHF | 99.62% | 99.62% |
04/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,571 CHF | 203,571 CHF | 98.75% | 98.75% |
03/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,505 CHF | 206,505 CHF | 99.60% | 99.60% |
02/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,951 CHF | 210,951 CHF | 99.96% | 99.96% |