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 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,763 CHF | 120,763 CHF | 99.76% | 99.76% |
12/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 119,386 CHF | 120,387 CHF | 98.93% | 98.93% |
11/07/2024 | 0.90% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 117,268 CHF | 118,272 CHF | 97.80% | 97.80% |
10/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,036 CHF | 118,036 CHF | 99.99% | 99.99% |
09/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,449 CHF | 118,449 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,640 CHF | 120,640 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 117,652 CHF | 118,652 CHF | 98.16% | 98.16% |
04/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,018 CHF | 117,018 CHF | 88.07% | 88.07% |
03/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,915 CHF | 114,915 CHF | 99.39% | 99.39% |
02/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,764 CHF | 113,764 CHF | 99.51% | 99.51% |