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 | 0.97% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 153,251 CHF | 154,751 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 154,460 CHF | 155,960 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 150,000 | 150,000 | 149,919 | 149,919 | 153,350 CHF | 154,850 CHF | 99.99% | 99.99% |
10/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 153,074 CHF | 154,574 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 153,088 CHF | 154,588 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 154,180 CHF | 155,680 CHF | 100.00% | 100.00% |
05/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 160,970 CHF | 162,470 CHF | 99.82% | 99.82% |
04/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 162,280 CHF | 163,780 CHF | 99.50% | 99.50% |
03/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 157,883 CHF | 159,383 CHF | 99.36% | 99.36% |
02/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 160,193 CHF | 161,693 CHF | 99.99% | 99.99% |