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 | 1.36% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,907 CHF | 147,907 CHF | 99.53% | 99.53% |
12/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,103 CHF | 150,103 CHF | 90.64% | 90.64% |
11/07/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 133,782 CHF | 135,782 CHF | 99.41% | 99.41% |
10/07/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,398 CHF | 130,398 CHF | 99.52% | 99.52% |
09/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 123,126 CHF | 125,126 CHF | 92.48% | 92.48% |
08/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,973 CHF | 171,973 CHF | 99.57% | 99.57% |
05/07/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,438 CHF | 179,438 CHF | 98.48% | 98.48% |
04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,550 CHF | 177,550 CHF | 98.68% | 98.68% |
03/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,302 CHF | 168,302 CHF | 99.47% | 99.47% |
02/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,316 CHF | 150,316 CHF | 99.51% | 99.51% |