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 | 0.59% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,630 CHF | 338,630 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 338,958 CHF | 340,958 CHF | 99.98% | 99.98% |
11/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,502 CHF | 338,502 CHF | 98.58% | 98.58% |
10/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 328,403 CHF | 330,403 CHF | 96.18% | 96.18% |
09/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 323,072 CHF | 325,072 CHF | 99.65% | 99.65% |
08/07/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 341,869 CHF | 343,869 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 337,362 CHF | 339,362 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 342,090 CHF | 344,090 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 328,579 CHF | 330,579 CHF | 98.98% | 98.98% |
02/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 308,230 CHF | 310,230 CHF | 84.54% | 84.54% |