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 | 1.41% | 1.40 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,222 CHF | 143,222 CHF | 99.48% | 99.48% |
12/07/2024 | 1.41% | 1.38 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,451 CHF | 142,451 CHF | 90.64% | 90.64% |
11/07/2024 | 1.35% | 1.42 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,934 CHF | 148,934 CHF | 99.47% | 99.47% |
10/07/2024 | 1.33% | 1.44 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,459 CHF | 151,459 CHF | 99.52% | 99.52% |
09/07/2024 | 1.31% | 1.53 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,079 CHF | 154,079 CHF | 93.98% | 93.98% |
08/07/2024 | 1.50% | 1.33 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,156 CHF | 134,156 CHF | 99.50% | 99.50% |
05/07/2024 | 1.53% | 1.33 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,684 CHF | 131,684 CHF | 98.50% | 98.50% |
04/07/2024 | 1.52% | 1.30 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,471 CHF | 132,471 CHF | 98.67% | 98.67% |
03/07/2024 | 1.48% | 1.33 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,467 CHF | 136,467 CHF | 99.47% | 99.47% |
02/07/2024 | 1.40% | 1.41 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,951 CHF | 143,951 CHF | 99.52% | 99.52% |