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 | 0.82% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,267 CHF | 123,267 CHF | 94.59% | 94.59% |
12/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,851 CHF | 123,851 CHF | 98.38% | 98.38% |
11/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,742 CHF | 118,742 CHF | 99.08% | 99.08% |
10/07/2024 | 0.97% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,977 CHF | 103,977 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,559 CHF | 105,559 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,860 CHF | 102,860 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,939 CHF | 102,939 CHF | 98.81% | 98.81% |
04/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,073 CHF | 102,073 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,268 CHF | 97,268 CHF | 99.73% | 99.73% |
02/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,040 CHF | 95,040 CHF | 100.00% | 100.00% |