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 | 0.87% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,204 CHF | 230,204 CHF | 99.81% | 99.81% |
12/07/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,046 CHF | 240,046 CHF | 99.77% | 99.77% |
11/07/2024 | 0.77% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,455 CHF | 262,455 CHF | 100.00% | 100.00% |
10/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,088 CHF | 272,088 CHF | 94.51% | 94.51% |
09/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,425 CHF | 266,425 CHF | 99.48% | 99.48% |
08/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 267,161 CHF | 269,161 CHF | 99.81% | 99.81% |
05/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 261,071 CHF | 263,071 CHF | 99.81% | 99.81% |
04/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,733 CHF | 262,733 CHF | 99.81% | 99.81% |
03/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,667 CHF | 265,667 CHF | 99.13% | 99.13% |
02/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 258,421 CHF | 260,421 CHF | 99.43% | 99.43% |