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 | 0.65% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,183 CHF | 154,183 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,697 CHF | 159,697 CHF | 99.69% | 99.69% |
11/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,509 CHF | 154,509 CHF | 86.34% | 86.34% |
10/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,990 CHF | 140,990 CHF | 96.09% | 96.09% |
09/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,892 CHF | 130,892 CHF | 99.67% | 99.67% |
08/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,591 CHF | 142,591 CHF | 99.84% | 99.84% |
05/07/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,620 CHF | 142,620 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,594 CHF | 141,594 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,069 CHF | 141,069 CHF | 99.25% | 99.25% |
02/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,016 CHF | 129,016 CHF | 99.67% | 99.67% |