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 | 0.63% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,843 CHF | 319,843 CHF | 100.00% | 100.00% |
12/07/2024 | 0.66% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 304,444 CHF | 306,444 CHF | 99.86% | 99.86% |
11/07/2024 | 0.74% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 268,716 CHF | 270,716 CHF | 97.35% | 97.35% |
10/07/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,092 CHF | 246,092 CHF | 96.18% | 96.18% |
09/07/2024 | 0.82% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,766 CHF | 244,766 CHF | 99.65% | 99.65% |
08/07/2024 | 0.68% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 291,355 CHF | 293,355 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 305,384 CHF | 307,384 CHF | 98.85% | 98.85% |
04/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,658 CHF | 272,658 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.34 CHF | 1.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,876 CHF | 253,876 CHF | 99.32% | 99.32% |
02/07/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 204,960 CHF | 206,960 CHF | 99.53% | 99.53% |