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 | 0.87% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,149 CHF | 230,149 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 229,246 CHF | 231,246 CHF | 99.98% | 99.98% |
11/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,112 CHF | 230,112 CHF | 98.49% | 98.49% |
10/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,808 CHF | 225,808 CHF | 96.18% | 96.18% |
09/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 221,058 CHF | 223,058 CHF | 99.67% | 99.67% |
08/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,485 CHF | 232,485 CHF | 100.00% | 100.00% |
05/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,314 CHF | 230,314 CHF | 100.00% | 100.00% |
04/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,935 CHF | 232,935 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,987 CHF | 225,987 CHF | 99.23% | 99.23% |
02/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,686 CHF | 215,686 CHF | 84.78% | 84.78% |