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 | 0.52% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 192,445 CHF | 193,445 CHF | 99.39% | 99.39% |
12/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,832 CHF | 189,832 CHF | 99.08% | 99.08% |
11/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 191,408 CHF | 192,408 CHF | 85.73% | 85.73% |
10/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,568 CHF | 191,568 CHF | 95.51% | 95.51% |
09/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,355 CHF | 191,355 CHF | 99.05% | 99.05% |
08/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 187,865 CHF | 188,865 CHF | 99.24% | 99.24% |
05/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 181,307 CHF | 182,307 CHF | 99.39% | 99.39% |
04/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 181,463 CHF | 182,463 CHF | 99.39% | 99.39% |
03/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,322 CHF | 180,322 CHF | 98.65% | 98.65% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,612 CHF | 189,612 CHF | 99.06% | 99.06% |