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 | 0.69% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 288,112 CHF | 290,112 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 290,382 CHF | 292,382 CHF | 99.98% | 99.98% |
11/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 288,085 CHF | 290,085 CHF | 98.60% | 98.60% |
10/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,033 CHF | 282,033 CHF | 96.19% | 96.19% |
09/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 274,696 CHF | 276,696 CHF | 99.67% | 99.67% |
08/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,636 CHF | 295,636 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 289,046 CHF | 291,046 CHF | 100.00% | 100.00% |
04/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,914 CHF | 295,914 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,338 CHF | 282,338 CHF | 98.94% | 98.94% |
02/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,108 CHF | 262,108 CHF | 84.39% | 84.39% |