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 | 0.93% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,112 CHF | 215,112 CHF | 99.52% | 99.52% |
12/07/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,220 CHF | 217,220 CHF | 90.65% | 90.65% |
11/07/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200,781 CHF | 202,781 CHF | 99.31% | 99.31% |
10/07/2024 | 1.02% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,285 CHF | 197,285 CHF | 99.52% | 99.52% |
09/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 189,968 CHF | 191,968 CHF | 92.47% | 92.47% |
08/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,758 CHF | 238,758 CHF | 99.57% | 99.57% |
05/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,295 CHF | 246,295 CHF | 98.49% | 98.49% |
04/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,388 CHF | 244,388 CHF | 98.68% | 98.68% |
03/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,115 CHF | 235,115 CHF | 99.48% | 99.48% |
02/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,925 CHF | 216,925 CHF | 99.53% | 99.53% |