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 | 0.70% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,812 CHF | 143,812 CHF | 99.68% | 99.68% |
12/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,339 CHF | 144,339 CHF | 98.32% | 98.32% |
11/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,275 CHF | 149,275 CHF | 99.16% | 99.16% |
10/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,910 CHF | 152,910 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,747 CHF | 150,747 CHF | 100.00% | 100.00% |
08/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,639 CHF | 152,639 CHF | 99.38% | 99.38% |
05/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,863 CHF | 152,863 CHF | 99.62% | 99.62% |
04/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,394 CHF | 152,394 CHF | 98.75% | 98.75% |
03/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,345 CHF | 155,345 CHF | 99.71% | 99.71% |
02/07/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,711 CHF | 159,711 CHF | 100.00% | 100.00% |