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 | 1.90% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,238 CHF | 106,238 CHF | 99.81% | 99.81% |
12/07/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,083 CHF | 111,083 CHF | 99.77% | 99.77% |
11/07/2024 | 1.65% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,292 CHF | 122,292 CHF | 100.00% | 100.00% |
10/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 125,064 CHF | 127,064 CHF | 94.52% | 94.52% |
09/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,164 CHF | 124,164 CHF | 99.48% | 99.48% |
08/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 123,776 CHF | 125,776 CHF | 99.81% | 99.81% |
05/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,658 CHF | 122,658 CHF | 99.81% | 99.81% |
04/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,270 CHF | 122,270 CHF | 99.81% | 99.81% |
03/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,790 CHF | 123,790 CHF | 99.14% | 99.14% |
02/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 119,467 CHF | 121,467 CHF | 99.43% | 99.43% |