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 | 1.57% | 1.26 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,788 CHF | 128,788 CHF | 99.57% | 99.57% |
12/07/2024 | 1.57% | 1.25 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,603 CHF | 128,603 CHF | 99.55% | 99.55% |
11/07/2024 | 1.52% | 1.28 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,179 CHF | 132,179 CHF | 99.39% | 99.39% |
10/07/2024 | 1.51% | 1.31 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,577 CHF | 133,577 CHF | 99.52% | 99.52% |
09/07/2024 | 1.48% | 1.34 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,160 CHF | 136,160 CHF | 99.52% | 99.52% |
08/07/2024 | 1.51% | 1.32 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,156 CHF | 133,156 CHF | 99.52% | 99.52% |
05/07/2024 | 1.54% | 1.31 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,645 CHF | 130,645 CHF | 98.47% | 98.47% |
04/07/2024 | 1.52% | 1.30 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,696 CHF | 132,696 CHF | 98.68% | 98.68% |
03/07/2024 | 1.51% | 1.31 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,804 CHF | 133,804 CHF | 99.50% | 99.50% |
02/07/2024 | 1.43% | 1.38 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,881 CHF | 140,881 CHF | 99.58% | 99.58% |