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 | 0.65% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,882 CHF | 153,882 CHF | 94.60% | 94.60% |
12/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,463 CHF | 154,463 CHF | 98.38% | 98.38% |
11/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,836 CHF | 149,836 CHF | 98.69% | 98.69% |
10/07/2024 | 0.75% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,494 CHF | 134,494 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,179 CHF | 136,179 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,453 CHF | 133,453 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,587 CHF | 133,587 CHF | 98.81% | 98.81% |
04/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,774 CHF | 132,774 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,889 CHF | 127,889 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,644 CHF | 125,644 CHF | 99.99% | 99.99% |