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 | 0.71% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 279,679 CHF | 281,679 CHF | 99.81% | 99.81% |
12/07/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 271,062 CHF | 273,062 CHF | 99.77% | 99.77% |
11/07/2024 | 0.80% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,429 CHF | 251,429 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 240,607 CHF | 242,607 CHF | 94.51% | 94.51% |
09/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 246,919 CHF | 248,919 CHF | 99.48% | 99.48% |
08/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,049 CHF | 247,049 CHF | 99.81% | 99.81% |
05/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 252,472 CHF | 254,472 CHF | 99.81% | 99.81% |
04/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,548 CHF | 255,548 CHF | 99.81% | 99.81% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,335 CHF | 253,335 CHF | 99.14% | 99.14% |
02/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 257,512 CHF | 259,512 CHF | 99.43% | 99.43% |