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 | 0.85% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,449 CHF | 235,449 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,985 CHF | 238,985 CHF | 99.77% | 99.77% |
11/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,739 CHF | 247,739 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 256,911 CHF | 258,911 CHF | 94.70% | 94.70% |
09/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 258,942 CHF | 260,942 CHF | 99.67% | 99.67% |
08/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 261,098 CHF | 263,098 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,161 CHF | 265,161 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,436 CHF | 266,436 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,748 CHF | 268,748 CHF | 99.33% | 99.33% |
02/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,704 CHF | 277,704 CHF | 99.62% | 99.62% |