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 | 0.97% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,120 CHF | 103,120 CHF | 99.72% | 99.72% |
12/07/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,688 CHF | 104,688 CHF | 97.13% | 97.13% |
11/07/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,012 CHF | 111,012 CHF | 99.08% | 99.08% |
10/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,823 CHF | 112,823 CHF | 98.75% | 98.75% |
09/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,596 CHF | 110,596 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,050 CHF | 110,050 CHF | 98.75% | 98.75% |
05/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,035 CHF | 108,035 CHF | 98.35% | 98.35% |
04/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,767 CHF | 111,767 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,505 CHF | 112,505 CHF | 98.93% | 98.93% |
02/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,625 CHF | 117,625 CHF | 98.91% | 98.91% |