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 | 0.91% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,539 CHF | 220,539 CHF | 99.81% | 99.81% |
12/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,613 CHF | 225,613 CHF | 99.77% | 99.77% |
11/07/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 234,857 CHF | 236,857 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 239,300 CHF | 241,300 CHF | 94.51% | 94.51% |
09/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,604 CHF | 238,604 CHF | 99.48% | 99.48% |
08/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,145 CHF | 240,145 CHF | 99.81% | 99.81% |
05/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 234,892 CHF | 236,892 CHF | 99.81% | 99.81% |
04/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 235,047 CHF | 237,047 CHF | 99.81% | 99.81% |
03/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,853 CHF | 238,853 CHF | 99.14% | 99.14% |
02/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,700 CHF | 235,700 CHF | 99.43% | 99.43% |