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 | 1.09% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,179 CHF | 185,179 CHF | 99.51% | 99.51% |
12/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,324 CHF | 187,324 CHF | 90.64% | 90.64% |
11/07/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,932 CHF | 172,932 CHF | 99.31% | 99.31% |
10/07/2024 | 1.20% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,497 CHF | 167,497 CHF | 99.52% | 99.52% |
09/07/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,191 CHF | 162,191 CHF | 92.48% | 92.48% |
08/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 207,007 CHF | 209,007 CHF | 99.57% | 99.57% |
05/07/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,512 CHF | 216,512 CHF | 98.47% | 98.47% |
04/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 212,610 CHF | 214,610 CHF | 98.68% | 98.68% |
03/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 203,356 CHF | 205,356 CHF | 99.48% | 99.48% |
02/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,251 CHF | 187,251 CHF | 99.53% | 99.53% |