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 | 0.68% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,753 CHF | 214,200 CHF | 98.07% | 98.07% |
12/07/2024 | 0.68% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,900 CHF | 211,337 CHF | 99.32% | 99.32% |
11/07/2024 | 0.72% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,273 CHF | 214,804 CHF | 98.68% | 98.68% |
10/07/2024 | 0.71% | 2.05 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,377 CHF | 203,820 CHF | 99.72% | 99.72% |
09/07/2024 | 1.11% | 1.98 CHF | 2.00 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 118,298 CHF | 119,547 CHF | 99.90% | 99.90% |
08/07/2024 | 0.80% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 195,477 CHF | 197,048 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 191,141 CHF | 192,517 CHF | 99.53% | 99.53% |
04/07/2024 | 0.74% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,136 CHF | 199,602 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 192,061 CHF | 193,463 CHF | 99.72% | 99.72% |
02/07/2024 | 0.75% | 2.00 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 200,015 CHF | 201,510 CHF | 100.00% | 100.00% |