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 | 0.73% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,244 CHF | 277,244 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,807 CHF | 265,807 CHF | 99.97% | 99.97% |
11/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 239,412 CHF | 241,412 CHF | 98.73% | 98.73% |
10/07/2024 | 1.06% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 188,055 CHF | 190,055 CHF | 96.17% | 96.17% |
09/07/2024 | 1.03% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 193,694 CHF | 195,694 CHF | 99.63% | 99.63% |
08/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,781 CHF | 186,781 CHF | 100.00% | 100.00% |
05/07/2024 | 1.05% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 189,489 CHF | 191,489 CHF | 100.00% | 100.00% |
04/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,305 CHF | 188,305 CHF | 100.00% | 100.00% |
03/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 180,918 CHF | 182,918 CHF | 99.33% | 99.33% |
02/07/2024 | 1.24% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,079 CHF | 163,079 CHF | 99.49% | 99.49% |