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 | 0.51% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 195,841 CHF | 196,841 CHF | 93.85% | 93.85% |
12/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 196,370 CHF | 197,370 CHF | 98.38% | 98.38% |
11/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 191,190 CHF | 192,190 CHF | 99.09% | 99.09% |
10/07/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,401 CHF | 177,401 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,096 CHF | 179,096 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,366 CHF | 176,366 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,521 CHF | 176,521 CHF | 97.36% | 97.36% |
04/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,575 CHF | 175,575 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,679 CHF | 170,679 CHF | 99.73% | 99.73% |
02/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,502 CHF | 168,502 CHF | 100.00% | 100.00% |