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 | 1.85% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,268 CHF | 109,268 CHF | 99.52% | 99.52% |
12/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,503 CHF | 111,503 CHF | 90.64% | 90.64% |
11/07/2024 | 2.08% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 95,228 CHF | 97,228 CHF | 99.31% | 99.31% |
10/07/2024 | 2.21% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,940 CHF | 91,940 CHF | 99.52% | 99.52% |
09/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,691 CHF | 86,691 CHF | 92.48% | 92.48% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 131,572 CHF | 133,572 CHF | 99.56% | 99.56% |
05/07/2024 | 1.43% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 138,979 CHF | 140,979 CHF | 98.45% | 98.45% |
04/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 137,099 CHF | 139,099 CHF | 98.68% | 98.68% |
03/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 127,878 CHF | 129,878 CHF | 99.48% | 99.48% |
02/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,004 CHF | 112,004 CHF | 99.55% | 99.55% |