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 | 1.10% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,123 CHF | 126,504 CHF | 89.98% | 89.98% |
12/07/2024 | 1.23% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,061 CHF | 124,581 CHF | 87.00% | 87.00% |
11/07/2024 | 1.19% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,715 CHF | 127,217 CHF | 91.23% | 91.23% |
10/07/2024 | 1.15% | 1.20 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,052 CHF | 119,416 CHF | 99.39% | 99.39% |
09/07/2024 | 1.88% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 68,968 CHF | 70,210 CHF | 97.90% | 97.90% |
08/07/2024 | 1.26% | 1.14 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,339 CHF | 114,778 CHF | 99.40% | 99.40% |
05/07/2024 | 1.30% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,335 CHF | 112,791 CHF | 99.53% | 99.53% |
04/07/2024 | 1.19% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,479 CHF | 117,868 CHF | 99.58% | 99.58% |
03/07/2024 | 1.30% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,368 CHF | 113,835 CHF | 99.50% | 99.50% |
02/07/2024 | 1.26% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,961 CHF | 119,454 CHF | 98.29% | 98.29% |