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 | 0.68% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 295,286 CHF | 297,286 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 296,124 CHF | 298,124 CHF | 99.98% | 99.98% |
11/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 294,821 CHF | 296,821 CHF | 97.82% | 97.82% |
10/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 290,478 CHF | 292,478 CHF | 96.17% | 96.17% |
09/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 287,857 CHF | 289,857 CHF | 99.65% | 99.65% |
08/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 297,193 CHF | 299,193 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 295,098 CHF | 297,098 CHF | 99.99% | 99.99% |
04/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 297,298 CHF | 299,298 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 290,616 CHF | 292,616 CHF | 99.29% | 99.29% |
02/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,311 CHF | 282,311 CHF | 84.52% | 84.52% |