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 | 1.88% | 1.07 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,374 CHF | 107,374 CHF | 99.56% | 99.56% |
12/07/2024 | 1.88% | 1.08 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,595 CHF | 107,595 CHF | 99.55% | 99.55% |
11/07/2024 | 1.95% | 1.03 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,785 CHF | 103,785 CHF | 99.39% | 99.39% |
10/07/2024 | 1.98% | 1.01 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,040 CHF | 102,040 CHF | 99.52% | 99.52% |
09/07/2024 | 2.03% | 0.98 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,440 CHF | 99,440 CHF | 99.52% | 99.52% |
08/07/2024 | 1.97% | 1.00 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,335 CHF | 102,335 CHF | 99.52% | 99.52% |
05/07/2024 | 1.92% | 1.00 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,427 CHF | 105,427 CHF | 98.45% | 98.45% |
04/07/2024 | 1.95% | 1.02 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,419 CHF | 103,419 CHF | 98.68% | 98.68% |
03/07/2024 | 1.97% | 1.01 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,315 CHF | 102,315 CHF | 99.49% | 99.49% |
02/07/2024 | 2.14% | 0.94 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,661 CHF | 94,661 CHF | 99.55% | 99.55% |