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 | 0.53% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 377,705 CHF | 379,705 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 362,212 CHF | 364,212 CHF | 99.87% | 99.87% |
11/07/2024 | 0.62% | 1.74 CHF | 1.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,232 CHF | 324,232 CHF | 97.14% | 97.14% |
10/07/2024 | 0.68% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,716 CHF | 295,716 CHF | 96.20% | 96.20% |
09/07/2024 | 0.68% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,550 CHF | 295,550 CHF | 99.66% | 99.66% |
08/07/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 346,810 CHF | 348,810 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 361,139 CHF | 363,139 CHF | 98.84% | 98.84% |
04/07/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,739 CHF | 324,739 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 300,345 CHF | 302,345 CHF | 99.33% | 99.33% |
02/07/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 247,727 CHF | 249,727 CHF | 99.48% | 99.48% |