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 | 0.73% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 198,121 | 198,121 | 275,118 CHF | 277,101 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 198,120 | 198,120 | 269,865 CHF | 271,849 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 198,088 | 198,088 | 254,076 CHF | 256,059 CHF | 98.36% | 98.36% |
10/07/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 198,119 | 198,119 | 240,865 CHF | 242,848 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 198,122 | 198,122 | 245,036 CHF | 247,019 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 198,118 | 198,118 | 264,723 CHF | 266,707 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 198,118 | 198,118 | 269,161 CHF | 271,144 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 198,123 | 198,123 | 254,343 CHF | 256,326 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 198,124 | 198,124 | 242,681 CHF | 244,664 CHF | 99.70% | 99.70% |
02/07/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 198,113 | 198,113 | 222,175 CHF | 224,158 CHF | 99.27% | 99.27% |