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% | 2.87 CHF | 2.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 300,181 CHF | 302,518 CHF | 93.66% | 93.66% |
12/07/2024 | 0.68% | 3.02 CHF | 3.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 292,756 CHF | 294,756 CHF | 96.09% | 96.09% |
11/07/2024 | 0.86% | 2.82 CHF | 2.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 279,379 CHF | 281,777 CHF | 97.34% | 97.34% |
10/07/2024 | 0.71% | 2.61 CHF | 2.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 248,018 CHF | 249,797 CHF | 96.75% | 96.75% |
09/07/2024 | 0.68% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 252,766 CHF | 254,492 CHF | 99.55% | 99.55% |
08/07/2024 | 0.48% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 246,384 CHF | 247,568 CHF | 96.34% | 96.34% |
05/07/2024 | 0.47% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 250,286 CHF | 251,473 CHF | 98.80% | 98.80% |
04/07/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,224 CHF | 248,231 CHF | 99.66% | 99.66% |
03/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 243,406 CHF | 244,406 CHF | 98.97% | 98.97% |
02/07/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 230,932 CHF | 231,932 CHF | 99.85% | 99.85% |