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% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 220,048 CHF | 221,548 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 220,850 CHF | 222,350 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 149,915 | 149,915 | 219,825 CHF | 221,325 CHF | 99.99% | 99.99% |
10/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 219,633 CHF | 221,133 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 219,388 CHF | 220,888 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 220,419 CHF | 221,919 CHF | 100.00% | 100.00% |
05/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 227,266 CHF | 228,766 CHF | 99.82% | 99.82% |
04/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 228,502 CHF | 230,002 CHF | 99.50% | 99.50% |
03/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 224,236 CHF | 225,736 CHF | 99.36% | 99.36% |
02/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 226,208 CHF | 227,708 CHF | 100.00% | 100.00% |