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 | 1.46% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 136,260 CHF | 138,260 CHF | 98.22% | 98.22% |
12/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 138,656 CHF | 140,656 CHF | 99.01% | 99.01% |
11/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 134,866 CHF | 136,866 CHF | 99.09% | 99.09% |
10/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 127,251 CHF | 129,251 CHF | 100.00% | 100.00% |
09/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,173 CHF | 123,173 CHF | 99.20% | 99.20% |
08/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 126,745 CHF | 128,745 CHF | 100.00% | 100.00% |
05/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 130,268 CHF | 132,268 CHF | 98.98% | 98.98% |
04/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,947 CHF | 131,947 CHF | 99.50% | 99.50% |
03/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 126,227 CHF | 128,227 CHF | 100.00% | 100.00% |
02/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,956 CHF | 122,956 CHF | 100.00% | 100.00% |