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 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,978 CHF | 120,978 CHF | 99.39% | 99.39% |
12/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,578 CHF | 118,578 CHF | 99.06% | 99.06% |
11/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,453 CHF | 116,453 CHF | 98.51% | 98.51% |
10/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,622 CHF | 117,622 CHF | 95.47% | 95.47% |
09/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,038 CHF | 127,038 CHF | 99.06% | 99.06% |
08/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,653 CHF | 123,653 CHF | 99.24% | 99.24% |
05/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,660 CHF | 116,660 CHF | 99.39% | 99.39% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,178 CHF | 115,178 CHF | 99.39% | 99.39% |
03/07/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,871 CHF | 114,871 CHF | 98.64% | 98.64% |
02/07/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,876 CHF | 112,876 CHF | 99.07% | 99.07% |