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 | 0.99% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 201,031 CHF | 203,031 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,101 CHF | 204,101 CHF | 99.98% | 99.98% |
11/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 201,318 CHF | 203,318 CHF | 83.50% | 83.50% |
10/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,835 CHF | 198,835 CHF | 96.17% | 96.17% |
09/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 194,209 CHF | 196,209 CHF | 99.65% | 99.65% |
08/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 203,542 CHF | 205,542 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 201,342 CHF | 203,342 CHF | 100.00% | 100.00% |
04/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 203,429 CHF | 205,429 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,879 CHF | 198,879 CHF | 99.09% | 99.09% |
02/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,621 CHF | 188,621 CHF | 84.68% | 84.68% |