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 | 0.78% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 98,059 | 98,059 | 125,288 CHF | 126,269 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 125,148 CHF | 126,128 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 98,000 | 98,000 | 99,679 | 99,679 | 122,161 CHF | 123,158 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,195 | 100,195 | 119,237 CHF | 120,239 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,047 | 99,047 | 123,738 CHF | 124,729 CHF | 99.73% | 99.73% |
08/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,345 | 99,345 | 123,820 CHF | 124,813 CHF | 99.29% | 99.29% |
05/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,882 | 99,882 | 123,566 CHF | 124,565 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 98,000 | 98,000 | 99,988 | 99,988 | 123,538 CHF | 124,538 CHF | 99.63% | 99.63% |
03/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,413 | 99,413 | 122,648 CHF | 123,642 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,706 | 100,706 | 119,251 CHF | 120,258 CHF | 99.99% | 99.99% |