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 | 0.47% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,702 CHF | 425,702 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.14 CHF | 2.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 409,224 CHF | 411,224 CHF | 99.97% | 99.97% |
11/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 380,917 CHF | 382,917 CHF | 98.84% | 98.84% |
10/07/2024 | 0.63% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,204 CHF | 319,204 CHF | 96.17% | 96.17% |
09/07/2024 | 0.61% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,779 CHF | 326,779 CHF | 99.63% | 99.63% |
08/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,710 CHF | 313,710 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,954 CHF | 319,954 CHF | 100.00% | 100.00% |
04/07/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,609 CHF | 314,609 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 303,962 CHF | 305,962 CHF | 99.32% | 99.32% |
02/07/2024 | 0.72% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 277,340 CHF | 279,340 CHF | 99.53% | 99.53% |