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 | 0.63% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,906 CHF | 212,243 CHF | 93.64% | 93.64% |
12/07/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,216 CHF | 205,216 CHF | 96.09% | 96.09% |
11/07/2024 | 0.73% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 192,255 CHF | 193,658 CHF | 97.37% | 97.37% |
10/07/2024 | 0.61% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,189 CHF | 165,189 CHF | 96.75% | 96.75% |
09/07/2024 | 0.59% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,500 CHF | 169,500 CHF | 99.55% | 99.55% |
08/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,997 CHF | 163,997 CHF | 96.75% | 96.75% |
05/07/2024 | 0.60% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,802 CHF | 167,802 CHF | 99.51% | 99.51% |
04/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,270 CHF | 165,270 CHF | 99.66% | 99.66% |
03/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,196 CHF | 162,196 CHF | 98.97% | 98.97% |
02/07/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,685 CHF | 151,685 CHF | 99.32% | 99.32% |