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 | 0.92% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 216,409 CHF | 218,409 CHF | 99.52% | 99.52% |
12/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,668 CHF | 216,668 CHF | 90.64% | 90.64% |
11/07/2024 | 0.87% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,743 CHF | 230,743 CHF | 99.31% | 99.31% |
10/07/2024 | 0.85% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,704 CHF | 235,704 CHF | 99.52% | 99.52% |
09/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,984 CHF | 240,984 CHF | 93.98% | 93.98% |
08/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 192,189 CHF | 194,189 CHF | 99.57% | 99.57% |
05/07/2024 | 1.07% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,986 CHF | 187,986 CHF | 98.49% | 98.49% |
04/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 188,057 CHF | 190,057 CHF | 98.67% | 98.67% |
03/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,429 CHF | 199,429 CHF | 99.47% | 99.47% |
02/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,662 CHF | 216,662 CHF | 99.52% | 99.52% |