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 | 1.97% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,723 CHF | 102,723 CHF | 99.81% | 99.81% |
12/07/2024 | 2.06% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 96,183 CHF | 98,183 CHF | 99.77% | 99.77% |
11/07/2024 | 2.33% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 85,359 CHF | 87,359 CHF | 100.00% | 100.00% |
10/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,061 CHF | 83,061 CHF | 94.51% | 94.51% |
09/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,223 CHF | 86,223 CHF | 99.48% | 99.48% |
08/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,320 CHF | 85,320 CHF | 99.81% | 99.81% |
05/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,211 CHF | 89,211 CHF | 99.81% | 99.81% |
04/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,681 CHF | 89,681 CHF | 99.81% | 99.81% |
03/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,630 CHF | 88,630 CHF | 99.14% | 99.14% |
02/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,390 CHF | 91,390 CHF | 99.43% | 99.43% |