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 | 1.49% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 133,499 CHF | 135,499 CHF | 99.53% | 99.53% |
12/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,710 CHF | 137,710 CHF | 90.64% | 90.64% |
11/07/2024 | 1.64% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,405 CHF | 123,405 CHF | 99.37% | 99.37% |
10/07/2024 | 1.72% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 116,050 CHF | 118,050 CHF | 99.52% | 99.52% |
09/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,789 CHF | 112,789 CHF | 92.48% | 92.48% |
08/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,638 CHF | 159,638 CHF | 99.57% | 99.57% |
05/07/2024 | 1.21% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,092 CHF | 167,092 CHF | 98.50% | 98.50% |
04/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,199 CHF | 165,199 CHF | 98.68% | 98.68% |
03/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 153,971 CHF | 155,971 CHF | 99.47% | 99.47% |
02/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 136,016 CHF | 138,016 CHF | 99.55% | 99.55% |