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 | 0.81% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,766 CHF | 123,766 CHF | 93.83% | 93.83% |
12/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,301 CHF | 124,301 CHF | 98.38% | 98.38% |
11/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,742 CHF | 119,742 CHF | 99.08% | 99.08% |
10/07/2024 | 0.96% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,401 CHF | 104,401 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,126 CHF | 106,126 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,385 CHF | 103,385 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,510 CHF | 103,510 CHF | 98.81% | 98.81% |
04/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,669 CHF | 102,669 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,807 CHF | 97,807 CHF | 99.73% | 99.73% |
02/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,583 CHF | 95,583 CHF | 99.97% | 99.97% |