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 | 1.02% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,468 CHF | 197,468 CHF | 99.51% | 99.51% |
12/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,598 CHF | 199,598 CHF | 90.64% | 90.64% |
11/07/2024 | 1.09% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,177 CHF | 185,177 CHF | 99.23% | 99.23% |
10/07/2024 | 1.12% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,723 CHF | 179,723 CHF | 99.52% | 99.52% |
09/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 172,414 CHF | 174,414 CHF | 92.48% | 92.48% |
08/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 219,216 CHF | 221,216 CHF | 99.57% | 99.57% |
05/07/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 226,732 CHF | 228,732 CHF | 98.50% | 98.50% |
04/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 224,831 CHF | 226,831 CHF | 98.68% | 98.68% |
03/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,572 CHF | 217,572 CHF | 99.48% | 99.48% |
02/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,430 CHF | 199,430 CHF | 99.52% | 99.52% |