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 | 0.87% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 98,059 | 98,059 | 112,614 CHF | 113,594 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 112,538 CHF | 113,518 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 98,000 | 98,000 | 99,681 | 99,681 | 109,310 CHF | 110,308 CHF | 100.00% | 100.00% |
10/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,195 | 100,195 | 106,279 CHF | 107,281 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 99,047 | 99,047 | 110,938 CHF | 111,928 CHF | 99.73% | 99.73% |
08/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 99,345 | 99,345 | 110,975 CHF | 111,969 CHF | 99.31% | 99.31% |
05/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,883 | 99,883 | 110,685 CHF | 111,684 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 98,000 | 98,000 | 99,988 | 99,988 | 110,680 CHF | 111,680 CHF | 99.55% | 99.55% |
03/07/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 99,413 | 99,413 | 109,852 CHF | 110,846 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,707 | 100,707 | 106,280 CHF | 107,287 CHF | 100.00% | 100.00% |