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 | 0.92% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,810 CHF | 108,810 CHF | 99.66% | 99.66% |
12/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,782 CHF | 107,782 CHF | 99.01% | 99.01% |
11/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,737 CHF | 106,737 CHF | 99.09% | 99.09% |
10/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,505 CHF | 106,505 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,609 CHF | 103,609 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,682 CHF | 100,682 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,918 CHF | 100,918 CHF | 98.98% | 98.98% |
04/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,897 CHF | 102,897 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,330 CHF | 107,330 CHF | 99.99% | 99.99% |
02/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,142 CHF | 113,142 CHF | 100.00% | 100.00% |