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 | 0.74% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 268,008 CHF | 270,008 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 269,092 CHF | 271,092 CHF | 99.98% | 99.98% |
11/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 267,739 CHF | 269,739 CHF | 98.62% | 98.62% |
10/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,495 CHF | 265,495 CHF | 96.18% | 96.18% |
09/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,776 CHF | 262,776 CHF | 99.65% | 99.65% |
08/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,188 CHF | 272,188 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 268,002 CHF | 270,002 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,629 CHF | 272,629 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,672 CHF | 265,672 CHF | 99.18% | 99.18% |
02/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,113 CHF | 255,113 CHF | 84.83% | 84.83% |