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 | 0.60% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,137 CHF | 166,137 CHF | 94.59% | 94.59% |
12/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,727 CHF | 166,727 CHF | 98.38% | 98.38% |
11/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,073 CHF | 162,073 CHF | 99.09% | 99.09% |
10/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,921 CHF | 146,921 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,452 CHF | 148,452 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,757 CHF | 145,757 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,798 CHF | 145,798 CHF | 98.81% | 98.81% |
04/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,992 CHF | 144,992 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,157 CHF | 140,157 CHF | 99.73% | 99.73% |
02/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,899 CHF | 137,899 CHF | 100.00% | 100.00% |