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 | 0.72% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 277,843 CHF | 279,843 CHF | 99.53% | 99.53% |
12/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 276,064 CHF | 278,064 CHF | 90.65% | 90.65% |
11/07/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 290,049 CHF | 292,049 CHF | 99.44% | 99.44% |
10/07/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 294,904 CHF | 296,904 CHF | 99.52% | 99.52% |
09/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 300,163 CHF | 302,163 CHF | 93.98% | 93.98% |
08/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,324 CHF | 255,324 CHF | 99.57% | 99.57% |
05/07/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 247,220 CHF | 249,220 CHF | 98.50% | 98.50% |
04/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,296 CHF | 251,296 CHF | 98.68% | 98.68% |
03/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 258,643 CHF | 260,643 CHF | 99.47% | 99.47% |
02/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,710 CHF | 277,710 CHF | 99.53% | 99.53% |