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 | 0.73% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,558 CHF | 137,558 CHF | 99.39% | 99.39% |
12/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,056 CHF | 135,056 CHF | 99.06% | 99.06% |
11/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,057 CHF | 133,057 CHF | 97.74% | 97.74% |
10/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,104 CHF | 134,104 CHF | 95.47% | 95.47% |
09/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,581 CHF | 143,581 CHF | 99.06% | 99.06% |
08/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,154 CHF | 140,154 CHF | 99.24% | 99.24% |
05/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,217 CHF | 133,217 CHF | 99.39% | 99.39% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,529 CHF | 131,529 CHF | 99.39% | 99.39% |
03/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,284 CHF | 131,284 CHF | 98.63% | 98.63% |
02/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,345 CHF | 129,345 CHF | 99.07% | 99.07% |