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 | 0.57% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 347,450 CHF | 349,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,126 CHF | 336,126 CHF | 99.96% | 99.96% |
11/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 307,412 CHF | 309,412 CHF | 98.76% | 98.76% |
10/07/2024 | 0.80% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 248,792 CHF | 250,792 CHF | 96.17% | 96.17% |
09/07/2024 | 0.78% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255,462 CHF | 257,462 CHF | 99.63% | 99.63% |
08/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,289 CHF | 246,289 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,778 CHF | 251,778 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,493 CHF | 247,493 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,355 CHF | 240,355 CHF | 99.33% | 99.33% |
02/07/2024 | 0.93% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,762 CHF | 216,762 CHF | 99.46% | 99.46% |