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 | 0.64% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,948 CHF | 157,948 CHF | 96.56% | 96.56% |
12/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,300 CHF | 168,300 CHF | 99.01% | 99.01% |
11/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,581 CHF | 174,581 CHF | 99.08% | 99.08% |
10/07/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,694 CHF | 186,694 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 114,848 CHF | 115,834 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,791 CHF | 194,791 CHF | 99.00% | 99.00% |
05/07/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,595 CHF | 190,595 CHF | 98.26% | 98.26% |
04/07/2024 | 0.97% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 53,688 | 53,688 | 105,730 CHF | 106,730 CHF | 99.36% | 99.36% |
03/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,022 CHF | 186,022 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 183,200 CHF | 184,200 CHF | 100.00% | 100.00% |