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 | 1.07% | 0.93 CHF | 0.94 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 139,979 CHF | 47,160 CHF | 99.38% | 99.38% |
12/07/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 155,052 CHF | 52,184 CHF | 99.38% | 99.38% |
11/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 149,819 CHF | 50,440 CHF | 91.39% | 91.39% |
10/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 233,675 CHF | 78,392 CHF | 99.36% | 99.36% |
09/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 251,184 CHF | 84,228 CHF | 99.37% | 99.37% |
08/07/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 266,773 CHF | 89,424 CHF | 99.38% | 99.38% |
05/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 263,450 CHF | 88,317 CHF | 99.00% | 99.00% |
04/07/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 265,487 CHF | 88,996 CHF | 91.02% | 91.02% |
03/07/2024 | 0.70% | 1.49 CHF | 1.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 214,529 CHF | 72,010 CHF | 99.38% | 99.38% |
02/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 183,238 CHF | 61,579 CHF | 99.37% | 99.37% |