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 | 0.59% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,948 CHF | 168,948 CHF | 96.56% | 96.56% |
12/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,300 CHF | 179,300 CHF | 99.01% | 99.01% |
11/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 184,581 CHF | 185,581 CHF | 99.08% | 99.08% |
10/07/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 196,737 CHF | 197,737 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 60,687 | 60,687 | 121,625 CHF | 122,529 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,791 CHF | 205,791 CHF | 99.01% | 99.01% |
05/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 200,680 CHF | 201,680 CHF | 98.26% | 98.26% |
04/07/2024 | 0.83% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 53,688 | 53,688 | 111,732 CHF | 112,636 CHF | 99.37% | 99.37% |
03/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 196,255 CHF | 197,255 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,201 CHF | 195,201 CHF | 99.90% | 99.90% |