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 | 0.95% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,302 CHF | 156,792 CHF | 89.97% | 89.97% |
12/07/2024 | 0.96% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,139 CHF | 154,619 CHF | 87.00% | 87.00% |
11/07/2024 | 0.93% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,978 CHF | 157,437 CHF | 91.42% | 91.42% |
10/07/2024 | 0.99% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,452 CHF | 148,920 CHF | 99.39% | 99.39% |
09/07/2024 | 1.47% | 1.44 CHF | 1.46 CHF | 100,000 | 100,000 | 59,457 | 59,457 | 86,393 CHF | 87,600 CHF | 97.89% | 97.89% |
08/07/2024 | 0.99% | 1.43 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,267 CHF | 143,679 CHF | 99.96% | 99.96% |
05/07/2024 | 1.04% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,942 CHF | 141,400 CHF | 99.01% | 99.01% |
04/07/2024 | 0.91% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,617 CHF | 146,950 CHF | 99.58% | 99.58% |
03/07/2024 | 1.03% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,034 CHF | 142,497 CHF | 99.50% | 99.50% |
02/07/2024 | 1.00% | 1.47 CHF | 1.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,204 CHF | 148,687 CHF | 98.29% | 98.29% |