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 | 0.78% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255,288 CHF | 257,288 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,113 CHF | 255,113 CHF | 99.76% | 99.76% |
11/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,794 CHF | 246,794 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 234,674 CHF | 236,674 CHF | 94.71% | 94.71% |
09/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,915 CHF | 234,915 CHF | 99.67% | 99.67% |
08/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 231,400 CHF | 233,400 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,722 CHF | 232,722 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,100 CHF | 232,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,596 CHF | 230,596 CHF | 99.33% | 99.33% |
02/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 219,967 CHF | 221,967 CHF | 99.62% | 99.62% |