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 | 0.56% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,591 CHF | 180,591 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,338 CHF | 178,338 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,818 CHF | 168,818 CHF | 99.89% | 99.89% |
10/07/2024 | 0.66% | 1.60 CHF | 1.61 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 166,600 CHF | 167,700 CHF | 99.99% | 99.99% |
09/07/2024 | 0.66% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 99,665 | 99,665 | 152,473 CHF | 153,473 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 99,833 | 99,833 | 174,830 CHF | 175,830 CHF | 98.71% | 98.71% |
05/07/2024 | 0.56% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,984 CHF | 179,984 CHF | 99.99% | 99.99% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 191,145 CHF | 192,245 CHF | 99.85% | 99.85% |
03/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 181,752 CHF | 182,852 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 157,099 CHF | 158,199 CHF | 99.99% | 99.99% |