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 | 0.86% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,316 CHF | 234,316 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 235,964 CHF | 237,964 CHF | 99.76% | 99.76% |
11/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,936 CHF | 246,936 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255,786 CHF | 257,786 CHF | 94.70% | 94.70% |
09/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 257,765 CHF | 259,765 CHF | 99.67% | 99.67% |
08/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,085 CHF | 262,085 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 262,055 CHF | 264,055 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,437 CHF | 265,437 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 265,517 CHF | 267,517 CHF | 99.33% | 99.33% |
02/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 274,980 CHF | 276,980 CHF | 99.61% | 99.61% |