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 | 0.80% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,366 CHF | 251,366 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 250,258 CHF | 252,258 CHF | 99.98% | 99.98% |
11/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,407 CHF | 251,407 CHF | 83.50% | 83.50% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,875 CHF | 246,875 CHF | 96.19% | 96.19% |
09/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,218 CHF | 244,218 CHF | 99.65% | 99.65% |
08/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,521 CHF | 253,521 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,381 CHF | 251,381 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,514 CHF | 253,514 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,937 CHF | 246,937 CHF | 99.33% | 99.33% |
02/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 234,613 CHF | 236,613 CHF | 84.97% | 84.97% |