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 | 0.56% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,531 CHF | 178,531 CHF | 92.10% | 92.10% |
12/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,996 CHF | 178,996 CHF | 98.38% | 98.38% |
11/07/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,451 CHF | 174,451 CHF | 99.09% | 99.09% |
10/07/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,161 CHF | 159,161 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,796 CHF | 160,796 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,085 CHF | 158,085 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,241 CHF | 158,241 CHF | 97.51% | 97.51% |
04/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,278 CHF | 157,278 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,457 CHF | 152,457 CHF | 99.73% | 99.73% |
02/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,236 CHF | 150,236 CHF | 100.00% | 100.00% |