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 | 0.69% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 98,059 | 98,059 | 142,627 CHF | 143,608 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 142,445 CHF | 143,425 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 98,000 | 98,000 | 99,679 | 99,679 | 139,807 CHF | 140,804 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,195 | 100,195 | 137,006 CHF | 138,008 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 99,047 | 99,047 | 141,249 CHF | 142,239 CHF | 99.76% | 99.76% |
08/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 99,344 | 99,344 | 141,355 CHF | 142,348 CHF | 99.31% | 99.31% |
05/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 99,882 | 99,882 | 141,091 CHF | 142,090 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 98,000 | 98,000 | 99,988 | 99,988 | 141,159 CHF | 142,159 CHF | 99.65% | 99.65% |
03/07/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 99,413 | 99,413 | 140,225 CHF | 141,219 CHF | 99.99% | 99.99% |
02/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,706 | 100,706 | 137,121 CHF | 138,128 CHF | 100.00% | 100.00% |