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 | 0.76% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 262,101 CHF | 264,101 CHF | 99.51% | 99.51% |
12/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,151 CHF | 266,151 CHF | 90.65% | 90.65% |
11/07/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,642 CHF | 251,642 CHF | 99.42% | 99.42% |
10/07/2024 | 0.82% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,040 CHF | 246,040 CHF | 99.52% | 99.52% |
09/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,783 CHF | 240,783 CHF | 93.98% | 93.98% |
08/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 285,438 CHF | 287,438 CHF | 99.57% | 99.57% |
05/07/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,035 CHF | 295,035 CHF | 98.48% | 98.48% |
04/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 291,108 CHF | 293,108 CHF | 98.68% | 98.68% |
03/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 281,817 CHF | 283,817 CHF | 99.48% | 99.48% |
02/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,484 CHF | 265,484 CHF | 99.53% | 99.53% |