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 | 1.31% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 151,362 CHF | 153,362 CHF | 100.00% | 100.00% |
12/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,060 CHF | 151,060 CHF | 99.97% | 99.97% |
11/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,406 CHF | 152,406 CHF | 83.50% | 83.50% |
10/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,330 CHF | 160,330 CHF | 96.18% | 96.18% |
09/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,689 CHF | 165,689 CHF | 99.66% | 99.66% |
08/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,582 CHF | 146,582 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,299 CHF | 152,299 CHF | 100.00% | 100.00% |
04/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,764 CHF | 147,764 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 159,004 CHF | 161,004 CHF | 99.19% | 99.19% |
02/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,320 CHF | 180,320 CHF | 84.24% | 84.24% |