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 | 1.50% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 132,565 CHF | 134,565 CHF | 99.81% | 99.81% |
12/07/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 137,331 CHF | 139,331 CHF | 99.77% | 99.77% |
11/07/2024 | 1.34% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,568 CHF | 150,568 CHF | 100.00% | 100.00% |
10/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 153,187 CHF | 155,187 CHF | 94.51% | 94.51% |
09/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,361 CHF | 152,361 CHF | 99.48% | 99.48% |
08/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,020 CHF | 154,020 CHF | 99.81% | 99.81% |
05/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,686 CHF | 150,686 CHF | 99.81% | 99.81% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,532 CHF | 150,532 CHF | 99.81% | 99.81% |
03/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,052 CHF | 152,052 CHF | 99.14% | 99.14% |
02/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,564 CHF | 149,564 CHF | 99.43% | 99.43% |