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 | 0.84% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 177,707 CHF | 179,207 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,401 CHF | 174,902 CHF | 95.51% | 95.51% |
11/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 174,321 CHF | 175,821 CHF | 98.52% | 98.52% |
10/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 170,275 CHF | 171,775 CHF | 91.93% | 91.93% |
09/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,109 CHF | 174,609 CHF | 98.94% | 98.94% |
08/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 176,341 CHF | 177,841 CHF | 95.67% | 95.67% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 174,562 CHF | 176,062 CHF | 98.30% | 98.30% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 172,316 CHF | 173,816 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 175,525 CHF | 177,025 CHF | 99.09% | 99.09% |
02/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 183,026 CHF | 184,526 CHF | 95.56% | 95.56% |