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 | 1.62% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,495 CHF | 124,495 CHF | 99.81% | 99.81% |
12/07/2024 | 1.75% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,895 CHF | 115,895 CHF | 99.89% | 99.89% |
11/07/2024 | 2.19% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 92,207 CHF | 94,207 CHF | 100.00% | 100.00% |
10/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,654 CHF | 85,654 CHF | 94.51% | 94.51% |
09/07/2024 | 2.20% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,917 CHF | 91,917 CHF | 99.48% | 99.48% |
08/07/2024 | 2.25% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,856 CHF | 89,856 CHF | 99.81% | 99.81% |
05/07/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 95,284 CHF | 97,284 CHF | 99.81% | 99.81% |
04/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 96,440 CHF | 98,440 CHF | 99.81% | 99.81% |
03/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,237 CHF | 96,237 CHF | 99.14% | 99.14% |
02/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,178 CHF | 102,178 CHF | 99.43% | 99.43% |