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 | 0.72% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 98,059 | 98,059 | 136,485 CHF | 137,465 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 136,270 CHF | 137,250 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 98,000 | 98,000 | 99,675 | 99,675 | 133,481 CHF | 134,478 CHF | 99.99% | 99.99% |
10/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,195 | 100,195 | 130,670 CHF | 131,672 CHF | 99.99% | 99.99% |
09/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 99,047 | 99,047 | 134,988 CHF | 135,978 CHF | 99.73% | 99.73% |
08/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 99,344 | 99,344 | 135,095 CHF | 136,088 CHF | 99.32% | 99.32% |
05/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 99,882 | 99,882 | 134,870 CHF | 135,868 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 98,000 | 98,000 | 99,988 | 99,988 | 134,928 CHF | 135,928 CHF | 99.57% | 99.57% |
03/07/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 99,413 | 99,413 | 133,934 CHF | 134,928 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,706 | 100,706 | 130,754 CHF | 131,761 CHF | 99.99% | 99.99% |