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% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 277,284 CHF | 279,284 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,358 CHF | 277,358 CHF | 99.77% | 99.77% |
11/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,979 CHF | 268,979 CHF | 99.99% | 99.99% |
10/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 256,815 CHF | 258,815 CHF | 94.70% | 94.70% |
09/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255,167 CHF | 257,167 CHF | 99.67% | 99.67% |
08/07/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,586 CHF | 255,586 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,160 CHF | 255,160 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 252,495 CHF | 254,495 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 250,936 CHF | 252,936 CHF | 99.33% | 99.33% |
02/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,405 CHF | 244,405 CHF | 99.62% | 99.62% |