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 | 1.08% | 2.18 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 223,405 CHF | 225,838 CHF | 89.98% | 89.98% |
12/07/2024 | 1.10% | 2.20 CHF | 2.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 220,895 CHF | 223,345 CHF | 87.00% | 87.00% |
11/07/2024 | 1.06% | 2.20 CHF | 2.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 224,032 CHF | 226,423 CHF | 91.65% | 91.65% |
10/07/2024 | 1.12% | 2.17 CHF | 2.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 214,407 CHF | 216,825 CHF | 99.39% | 99.39% |
09/07/2024 | 1.53% | 2.11 CHF | 2.13 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 125,986 CHF | 127,860 CHF | 97.89% | 97.89% |
08/07/2024 | 1.16% | 2.10 CHF | 2.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,401 CHF | 210,832 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 2.02 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,434 CHF | 207,884 CHF | 99.53% | 99.53% |
04/07/2024 | 1.14% | 2.12 CHF | 2.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 211,732 CHF | 214,153 CHF | 99.58% | 99.58% |
03/07/2024 | 1.17% | 2.07 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,511 CHF | 208,946 CHF | 99.50% | 99.50% |
02/07/2024 | 1.16% | 2.13 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,447 CHF | 215,927 CHF | 98.29% | 98.29% |