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 | 1.14% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 174,806 CHF | 176,806 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 172,704 CHF | 174,704 CHF | 99.76% | 99.76% |
11/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,429 CHF | 166,429 CHF | 100.00% | 100.00% |
10/07/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 154,079 CHF | 156,079 CHF | 94.71% | 94.71% |
09/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,560 CHF | 154,560 CHF | 99.67% | 99.67% |
08/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 151,020 CHF | 153,020 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,474 CHF | 152,474 CHF | 100.00% | 100.00% |
04/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,687 CHF | 151,687 CHF | 100.00% | 100.00% |
03/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,163 CHF | 150,163 CHF | 99.33% | 99.33% |
02/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 139,411 CHF | 141,411 CHF | 99.61% | 99.61% |