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 | 1.01% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,449 CHF | 132,786 CHF | 93.66% | 93.66% |
12/07/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,219 CHF | 127,219 CHF | 96.09% | 96.09% |
11/07/2024 | 1.20% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,590 CHF | 117,987 CHF | 96.70% | 96.70% |
10/07/2024 | 1.06% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,262 CHF | 95,262 CHF | 96.75% | 96.75% |
09/07/2024 | 1.02% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,564 CHF | 98,564 CHF | 99.55% | 99.55% |
08/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,504 CHF | 94,504 CHF | 96.75% | 96.75% |
05/07/2024 | 1.03% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,889 CHF | 97,889 CHF | 99.36% | 99.36% |
04/07/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,086 CHF | 96,086 CHF | 99.66% | 99.66% |
03/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,017 CHF | 94,017 CHF | 98.97% | 98.97% |
02/07/2024 | 1.17% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,380 CHF | 86,380 CHF | 99.81% | 99.81% |