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 | 0.81% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 246,791 CHF | 248,791 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,685 CHF | 246,685 CHF | 99.77% | 99.77% |
11/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,422 CHF | 238,422 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 226,055 CHF | 228,055 CHF | 94.71% | 94.71% |
09/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 224,554 CHF | 226,554 CHF | 99.67% | 99.67% |
08/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,001 CHF | 225,001 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 222,462 CHF | 224,462 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 221,677 CHF | 223,677 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 220,145 CHF | 222,145 CHF | 99.33% | 99.33% |
02/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 211,394 CHF | 213,394 CHF | 99.62% | 99.62% |