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 | 0.76% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,878 CHF | 131,878 CHF | 96.56% | 96.56% |
12/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,069 CHF | 142,069 CHF | 99.01% | 99.01% |
11/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,428 CHF | 148,428 CHF | 99.09% | 99.09% |
10/07/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,434 CHF | 160,434 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 99,014 CHF | 99,931 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,539 CHF | 168,539 CHF | 99.36% | 99.36% |
05/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,411 CHF | 164,411 CHF | 98.26% | 98.26% |
04/07/2024 | 1.01% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 91,746 CHF | 92,650 CHF | 99.37% | 99.37% |
03/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,991 CHF | 159,991 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,982 CHF | 157,982 CHF | 99.74% | 99.74% |