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 | 0.68% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,544 CHF | 146,544 CHF | 99.05% | 99.05% |
12/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,748 CHF | 142,748 CHF | 98.85% | 98.85% |
11/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,778 CHF | 148,778 CHF | 97.88% | 97.88% |
10/07/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,815 CHF | 150,815 CHF | 95.14% | 95.14% |
09/07/2024 | 0.63% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,699 CHF | 158,699 CHF | 98.70% | 98.70% |
08/07/2024 | 0.63% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,455 CHF | 159,455 CHF | 98.58% | 98.58% |
05/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,156 CHF | 156,156 CHF | 99.18% | 99.18% |
04/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,585 CHF | 156,585 CHF | 99.18% | 99.18% |
03/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,698 CHF | 154,698 CHF | 98.46% | 98.46% |
02/07/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,188 CHF | 147,188 CHF | 98.88% | 98.88% |