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 | 0.55% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 360,691 CHF | 362,691 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 358,561 CHF | 360,561 CHF | 99.77% | 99.77% |
11/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 350,336 CHF | 352,336 CHF | 100.00% | 100.00% |
10/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 339,780 CHF | 341,780 CHF | 94.70% | 94.70% |
09/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 338,390 CHF | 340,390 CHF | 99.67% | 99.67% |
08/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,639 CHF | 338,639 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,168 CHF | 338,168 CHF | 100.00% | 100.00% |
04/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 335,371 CHF | 337,371 CHF | 100.00% | 100.00% |
03/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 333,557 CHF | 335,557 CHF | 99.33% | 99.33% |
02/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,886 CHF | 326,886 CHF | 99.62% | 99.62% |