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 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 248,410 CHF | 251,410 CHF | 100.00% | 100.00% |
12/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 251,007 CHF | 254,007 CHF | 99.77% | 99.77% |
11/07/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 255,069 CHF | 258,069 CHF | 100.00% | 100.00% |
10/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 259,385 CHF | 262,385 CHF | 94.71% | 94.71% |
09/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 258,936 CHF | 261,936 CHF | 99.67% | 99.67% |
08/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 252,370 CHF | 255,370 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 259,679 CHF | 262,679 CHF | 100.00% | 100.00% |
04/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 266,083 CHF | 269,083 CHF | 100.00% | 100.00% |
03/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 272,192 CHF | 275,192 CHF | 99.33% | 99.33% |
02/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 276,399 CHF | 279,399 CHF | 99.62% | 99.62% |