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 | 1.08% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 138,251 CHF | 139,751 CHF | 100.00% | 100.00% |
12/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 139,632 CHF | 141,132 CHF | 100.00% | 100.00% |
11/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 150,000 | 150,000 | 149,912 | 149,912 | 138,369 CHF | 139,869 CHF | 100.00% | 100.00% |
10/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 138,367 CHF | 139,867 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 138,140 CHF | 139,640 CHF | 100.00% | 100.00% |
08/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 139,240 CHF | 140,740 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 146,049 CHF | 147,549 CHF | 99.82% | 99.82% |
04/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 147,390 CHF | 148,890 CHF | 99.50% | 99.50% |
03/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 143,108 CHF | 144,608 CHF | 99.36% | 99.36% |
02/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 145,371 CHF | 146,871 CHF | 100.00% | 100.00% |