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 | 0.79% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 189,910 CHF | 191,410 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 190,904 CHF | 192,404 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 150,000 | 150,000 | 149,918 | 149,918 | 189,823 CHF | 191,323 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 189,908 CHF | 191,408 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 189,432 CHF | 190,932 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 190,501 CHF | 192,001 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 197,446 CHF | 198,946 CHF | 99.82% | 99.82% |
04/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 198,672 CHF | 200,172 CHF | 99.50% | 99.50% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 194,269 CHF | 195,769 CHF | 99.37% | 99.37% |
02/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 196,644 CHF | 198,144 CHF | 100.00% | 100.00% |