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 | 0.63% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,086 CHF | 160,086 CHF | 94.55% | 94.55% |
12/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,613 CHF | 160,613 CHF | 98.38% | 98.38% |
11/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,451 CHF | 155,451 CHF | 99.09% | 99.09% |
10/07/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,680 CHF | 140,680 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,277 CHF | 142,277 CHF | 100.00% | 100.00% |
08/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,581 CHF | 139,581 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,648 CHF | 139,648 CHF | 98.81% | 98.81% |
04/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,860 CHF | 138,860 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,996 CHF | 133,996 CHF | 99.73% | 99.73% |
02/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,783 CHF | 131,783 CHF | 99.31% | 99.31% |