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 | 1.74% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,949 CHF | 115,949 CHF | 98.22% | 98.22% |
12/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 116,483 CHF | 118,483 CHF | 99.01% | 99.01% |
11/07/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 112,520 CHF | 114,520 CHF | 99.08% | 99.08% |
10/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,969 CHF | 106,969 CHF | 100.00% | 100.00% |
09/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 98,908 CHF | 100,908 CHF | 100.00% | 100.00% |
08/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,614 CHF | 106,614 CHF | 100.00% | 100.00% |
05/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 108,252 CHF | 110,252 CHF | 98.97% | 98.97% |
04/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,876 CHF | 109,876 CHF | 99.50% | 99.50% |
03/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,201 CHF | 106,201 CHF | 100.00% | 100.00% |
02/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 98,852 CHF | 100,852 CHF | 100.00% | 100.00% |