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 | 0.68% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,606 CHF | 147,606 CHF | 91.50% | 91.50% |
12/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,061 CHF | 148,061 CHF | 98.38% | 98.38% |
11/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,004 CHF | 143,004 CHF | 98.93% | 98.93% |
10/07/2024 | 0.78% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,185 CHF | 128,185 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,827 CHF | 129,827 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,124 CHF | 127,124 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,269 CHF | 127,269 CHF | 97.51% | 97.51% |
04/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,320 CHF | 126,320 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,486 CHF | 121,486 CHF | 99.73% | 99.73% |
02/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,285 CHF | 119,285 CHF | 100.00% | 100.00% |