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 | 0.74% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,766 CHF | 135,766 CHF | 93.83% | 93.83% |
12/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,301 CHF | 136,301 CHF | 98.39% | 98.39% |
11/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,179 CHF | 131,179 CHF | 99.09% | 99.09% |
10/07/2024 | 0.86% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,362 CHF | 116,362 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,064 CHF | 118,064 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,330 CHF | 115,330 CHF | 100.00% | 100.00% |
05/07/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,507 CHF | 115,507 CHF | 98.63% | 98.63% |
04/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,575 CHF | 114,575 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,723 CHF | 109,723 CHF | 99.73% | 99.73% |
02/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,524 CHF | 107,524 CHF | 100.00% | 100.00% |