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 | 0.64% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 234,457 CHF | 235,957 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 233,221 CHF | 234,721 CHF | 98.98% | 98.98% |
11/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 235,764 CHF | 237,264 CHF | 99.76% | 99.76% |
10/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 226,879 CHF | 228,379 CHF | 99.83% | 99.83% |
09/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 239,398 CHF | 240,898 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 221,244 CHF | 222,744 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 218,332 CHF | 219,832 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 222,629 CHF | 224,129 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 219,157 CHF | 220,657 CHF | 99.51% | 99.51% |
02/07/2024 | 0.74% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 202,140 CHF | 203,640 CHF | 99.99% | 99.99% |