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 | 0.77% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,948 CHF | 129,948 CHF | 94.59% | 94.59% |
12/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,532 CHF | 130,532 CHF | 98.38% | 98.38% |
11/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,913 CHF | 125,913 CHF | 99.05% | 99.05% |
10/07/2024 | 0.91% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,639 CHF | 110,639 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,256 CHF | 112,256 CHF | 100.00% | 100.00% |
08/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,538 CHF | 109,538 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,634 CHF | 109,634 CHF | 98.81% | 98.81% |
04/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,822 CHF | 108,822 CHF | 100.00% | 100.00% |
03/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,996 CHF | 103,996 CHF | 99.73% | 99.73% |
02/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,758 CHF | 101,758 CHF | 99.29% | 99.29% |