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 | 0.93% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,471 CHF | 107,471 CHF | 99.39% | 99.39% |
12/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,972 CHF | 106,972 CHF | 99.09% | 99.09% |
11/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,327 CHF | 105,327 CHF | 98.08% | 98.08% |
10/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,695 CHF | 104,695 CHF | 95.46% | 95.46% |
09/07/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,782 CHF | 103,782 CHF | 99.07% | 99.07% |
08/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,448 CHF | 102,448 CHF | 99.24% | 99.24% |
05/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,481 CHF | 102,481 CHF | 99.39% | 99.39% |
04/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,270 CHF | 105,270 CHF | 99.39% | 99.39% |
03/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,881 CHF | 111,881 CHF | 98.64% | 98.64% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,469 CHF | 111,469 CHF | 99.07% | 99.07% |