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 | 1.47% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,454 CHF | 137,454 CHF | 99.81% | 99.81% |
12/07/2024 | 1.37% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,227 CHF | 147,227 CHF | 99.77% | 99.77% |
11/07/2024 | 1.19% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,742 CHF | 169,742 CHF | 100.00% | 100.00% |
10/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,286 CHF | 179,286 CHF | 94.51% | 94.51% |
09/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,696 CHF | 173,696 CHF | 99.48% | 99.48% |
08/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 174,439 CHF | 176,439 CHF | 99.81% | 99.81% |
05/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,150 CHF | 170,150 CHF | 99.81% | 99.81% |
04/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,927 CHF | 169,927 CHF | 99.81% | 99.81% |
03/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,908 CHF | 172,908 CHF | 99.14% | 99.14% |
02/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,782 CHF | 167,782 CHF | 99.43% | 99.43% |