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 | 0.57% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,832 CHF | 176,832 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 181,275 CHF | 182,275 CHF | 99.70% | 99.70% |
11/07/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,164 CHF | 177,164 CHF | 99.36% | 99.36% |
10/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,565 CHF | 163,565 CHF | 96.09% | 96.09% |
09/07/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,384 CHF | 153,384 CHF | 99.66% | 99.66% |
08/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,122 CHF | 165,122 CHF | 99.85% | 99.85% |
05/07/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,074 CHF | 165,074 CHF | 100.00% | 100.00% |
04/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,138 CHF | 164,138 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,524 CHF | 163,524 CHF | 99.24% | 99.24% |
02/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,453 CHF | 151,453 CHF | 99.67% | 99.67% |