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 | 0.99% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 151,378 CHF | 152,878 CHF | 99.95% | 99.95% |
12/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 147,349 CHF | 148,849 CHF | 95.53% | 95.53% |
11/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 149,994 | 150,000 | 148,069 CHF | 149,575 CHF | 90.64% | 90.64% |
10/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 144,167 CHF | 145,667 CHF | 91.92% | 91.92% |
09/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 146,718 CHF | 148,218 CHF | 98.93% | 98.93% |
08/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 149,961 CHF | 151,461 CHF | 95.68% | 95.68% |
05/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 148,179 CHF | 149,679 CHF | 98.30% | 98.30% |
04/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 145,983 CHF | 147,483 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 149,164 CHF | 150,664 CHF | 99.14% | 99.14% |
02/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 156,748 CHF | 158,248 CHF | 95.55% | 95.55% |