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 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,615 CHF | 205,615 CHF | 99.45% | 99.45% |
12/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,708 CHF | 203,708 CHF | 98.94% | 98.94% |
11/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,895 CHF | 199,895 CHF | 98.23% | 98.23% |
10/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,658 CHF | 191,658 CHF | 99.64% | 99.64% |
09/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,641 | 99,641 | 185,336 CHF | 186,336 CHF | 99.10% | 99.10% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 99,830 | 99,830 | 191,298 CHF | 192,298 CHF | 98.98% | 98.98% |
05/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,616 CHF | 191,616 CHF | 98.48% | 98.48% |
04/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,476 CHF | 194,476 CHF | 99.57% | 99.57% |
03/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,120 CHF | 189,120 CHF | 98.98% | 98.98% |
02/07/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,811 CHF | 179,811 CHF | 98.65% | 98.65% |