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 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,326 CHF | 103,326 CHF | 99.53% | 99.53% |
12/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,984 CHF | 207,984 CHF | 90.64% | 90.64% |
11/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,579 CHF | 198,579 CHF | 99.36% | 99.36% |
10/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 193,007 CHF | 195,007 CHF | 99.52% | 99.52% |
09/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,912 CHF | 95,912 CHF | 93.98% | 93.98% |
08/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,038 CHF | 112,038 CHF | 99.57% | 99.57% |
05/07/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,733 CHF | 114,733 CHF | 98.50% | 98.50% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,061 CHF | 114,061 CHF | 98.65% | 98.65% |
03/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,814 CHF | 110,814 CHF | 99.47% | 99.47% |
02/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,508 CHF | 104,508 CHF | 99.36% | 99.36% |