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 | 0.58% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,547 CHF | 172,547 CHF | 94.58% | 94.58% |
12/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,996 CHF | 172,996 CHF | 98.38% | 98.38% |
11/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,963 CHF | 167,963 CHF | 98.85% | 98.85% |
10/07/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,161 CHF | 153,161 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,796 CHF | 154,796 CHF | 100.00% | 100.00% |
08/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,085 CHF | 152,085 CHF | 100.00% | 100.00% |
05/07/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,241 CHF | 152,241 CHF | 97.51% | 97.51% |
04/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,237 CHF | 151,237 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,432 CHF | 146,432 CHF | 99.73% | 99.73% |
02/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,236 CHF | 144,236 CHF | 100.00% | 100.00% |