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 | 1.27% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,053 CHF | 158,053 CHF | 100.00% | 100.00% |
12/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,563 CHF | 160,563 CHF | 99.98% | 99.98% |
11/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,399 CHF | 158,399 CHF | 98.49% | 98.49% |
10/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,593 CHF | 150,593 CHF | 96.17% | 96.17% |
09/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 143,430 CHF | 145,430 CHF | 99.67% | 99.67% |
08/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,439 CHF | 164,439 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,654 CHF | 159,654 CHF | 100.00% | 100.00% |
04/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,424 CHF | 164,424 CHF | 100.00% | 100.00% |
03/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,118 CHF | 151,118 CHF | 99.01% | 99.01% |
02/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,283 CHF | 131,283 CHF | 84.35% | 84.35% |