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 | 1.15% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 172,697 CHF | 174,697 CHF | 99.81% | 99.81% |
12/07/2024 | 1.09% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,411 CHF | 184,411 CHF | 99.77% | 99.77% |
11/07/2024 | 0.98% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 204,986 CHF | 206,986 CHF | 100.00% | 100.00% |
10/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,288 CHF | 216,288 CHF | 94.51% | 94.51% |
09/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,983 CHF | 210,983 CHF | 99.48% | 99.48% |
08/07/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 211,581 CHF | 213,581 CHF | 99.81% | 99.81% |
05/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,439 CHF | 207,439 CHF | 99.81% | 99.81% |
04/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,045 CHF | 207,045 CHF | 99.81% | 99.81% |
03/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,257 CHF | 210,257 CHF | 99.14% | 99.14% |
02/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,753 CHF | 204,753 CHF | 99.42% | 99.42% |