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 | 1.10% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 181,686 CHF | 183,686 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,012 CHF | 199,012 CHF | 99.88% | 99.88% |
11/07/2024 | 0.86% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 231,133 CHF | 233,133 CHF | 82.07% | 82.07% |
10/07/2024 | 0.76% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 262,121 CHF | 264,121 CHF | 96.18% | 96.18% |
09/07/2024 | 0.80% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 250,411 CHF | 252,411 CHF | 99.65% | 99.65% |
08/07/2024 | 0.94% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,056 CHF | 215,056 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 212,634 CHF | 214,634 CHF | 99.81% | 99.81% |
04/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,474 CHF | 244,474 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,443 CHF | 277,443 CHF | 99.32% | 99.32% |
02/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 323,573 CHF | 325,573 CHF | 99.35% | 99.35% |