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 | 0.88% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,085 CHF | 114,085 CHF | 96.56% | 96.56% |
12/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,329 CHF | 124,329 CHF | 99.01% | 99.01% |
11/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,646 CHF | 130,646 CHF | 99.09% | 99.09% |
10/07/2024 | 0.70% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,737 CHF | 142,737 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 88,247 CHF | 89,151 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,791 CHF | 150,791 CHF | 99.01% | 99.01% |
05/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,594 CHF | 146,594 CHF | 98.26% | 98.26% |
04/07/2024 | 1.12% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 82,204 CHF | 83,107 CHF | 99.38% | 99.38% |
03/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,255 CHF | 142,255 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,201 CHF | 140,201 CHF | 99.90% | 99.90% |