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 | 0.86% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,026 CHF | 117,026 CHF | 94.58% | 94.58% |
12/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,613 CHF | 117,613 CHF | 98.38% | 98.38% |
11/07/2024 | 0.89% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,451 CHF | 112,451 CHF | 99.09% | 99.09% |
10/07/2024 | 1.03% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,680 CHF | 97,680 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,309 CHF | 99,309 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,627 CHF | 96,627 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,670 CHF | 96,670 CHF | 98.81% | 98.81% |
04/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,885 CHF | 95,885 CHF | 100.00% | 100.00% |
03/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,033 CHF | 91,033 CHF | 99.73% | 99.73% |
02/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,815 CHF | 88,815 CHF | 99.29% | 99.29% |