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 | 0.81% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 247,431 CHF | 249,431 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 237,183 CHF | 239,183 CHF | 99.97% | 99.97% |
11/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,382 CHF | 216,382 CHF | 98.78% | 98.78% |
10/07/2024 | 1.19% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,436 CHF | 169,436 CHF | 96.17% | 96.17% |
09/07/2024 | 1.16% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 172,347 CHF | 174,347 CHF | 99.63% | 99.63% |
08/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,687 CHF | 166,687 CHF | 100.00% | 100.00% |
05/07/2024 | 1.18% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,862 CHF | 170,862 CHF | 99.99% | 99.99% |
04/07/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,291 CHF | 168,291 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,768 CHF | 163,768 CHF | 99.33% | 99.33% |
02/07/2024 | 1.38% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 143,920 CHF | 145,920 CHF | 99.53% | 99.53% |