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 | 1.19% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,526 CHF | 169,526 CHF | 99.53% | 99.53% |
12/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,696 CHF | 171,696 CHF | 90.65% | 90.65% |
11/07/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 155,323 CHF | 157,323 CHF | 99.24% | 99.24% |
10/07/2024 | 1.33% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,926 CHF | 151,926 CHF | 99.52% | 99.52% |
09/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,627 CHF | 146,627 CHF | 92.48% | 92.48% |
08/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,450 CHF | 193,450 CHF | 99.58% | 99.58% |
05/07/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 198,941 CHF | 200,941 CHF | 98.47% | 98.47% |
04/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,044 CHF | 199,044 CHF | 98.68% | 98.68% |
03/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 187,801 CHF | 189,801 CHF | 99.47% | 99.47% |
02/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,748 CHF | 171,748 CHF | 99.55% | 99.55% |