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 | 0.50% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 201,439 CHF | 202,439 CHF | 94.39% | 94.39% |
12/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 201,896 CHF | 202,896 CHF | 98.38% | 98.38% |
11/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 197,300 CHF | 198,300 CHF | 99.09% | 99.09% |
10/07/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 182,066 CHF | 183,066 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 183,676 CHF | 184,676 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,967 CHF | 181,967 CHF | 99.89% | 99.89% |
05/07/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 181,020 CHF | 182,020 CHF | 98.78% | 98.78% |
04/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,121 CHF | 181,121 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,299 CHF | 176,299 CHF | 99.73% | 99.73% |
02/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,078 CHF | 174,078 CHF | 100.00% | 100.00% |