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 | 1.27% | 1.55 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,066 CHF | 158,066 CHF | 99.56% | 99.56% |
12/07/2024 | 1.28% | 1.54 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,860 CHF | 157,860 CHF | 99.55% | 99.55% |
11/07/2024 | 1.25% | 1.57 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,401 CHF | 161,401 CHF | 99.28% | 99.28% |
10/07/2024 | 1.24% | 1.60 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,738 CHF | 162,738 CHF | 99.52% | 99.52% |
09/07/2024 | 1.22% | 1.63 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,313 CHF | 165,313 CHF | 99.58% | 99.58% |
08/07/2024 | 1.24% | 1.61 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,289 CHF | 162,289 CHF | 99.52% | 99.52% |
05/07/2024 | 1.26% | 1.61 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,827 CHF | 159,827 CHF | 98.45% | 98.45% |
04/07/2024 | 1.24% | 1.59 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,881 CHF | 161,881 CHF | 98.68% | 98.68% |
03/07/2024 | 1.23% | 1.61 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,977 CHF | 162,977 CHF | 99.50% | 99.50% |
02/07/2024 | 1.18% | 1.67 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,976 CHF | 169,976 CHF | 99.56% | 99.56% |