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% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,140 CHF | 313,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 314,103 CHF | 316,103 CHF | 99.98% | 99.98% |
11/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,363 CHF | 314,363 CHF | 83.50% | 83.50% |
10/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,462 CHF | 303,462 CHF | 96.19% | 96.19% |
09/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 294,713 CHF | 296,713 CHF | 99.67% | 99.67% |
08/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 318,487 CHF | 320,487 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,707 CHF | 314,707 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 318,588 CHF | 320,588 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,736 CHF | 303,736 CHF | 99.32% | 99.32% |
02/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 276,757 CHF | 278,757 CHF | 84.97% | 84.97% |