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 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 185,135 CHF | 188,135 CHF | 100.00% | 100.00% |
12/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 187,852 CHF | 190,852 CHF | 99.77% | 99.77% |
11/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 191,909 CHF | 194,909 CHF | 100.00% | 100.00% |
10/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 197,569 CHF | 200,569 CHF | 94.71% | 94.71% |
09/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 199,421 CHF | 202,421 CHF | 99.67% | 99.67% |
08/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 201,997 CHF | 204,997 CHF | 100.00% | 100.00% |
05/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 198,294 CHF | 201,294 CHF | 100.00% | 100.00% |
04/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 198,716 CHF | 201,716 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 199,748 CHF | 202,748 CHF | 99.33% | 99.33% |
02/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 208,519 CHF | 211,519 CHF | 99.62% | 99.62% |