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 | 1.34% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,207 CHF | 151,207 CHF | 100.00% | 100.00% |
12/07/2024 | 1.22% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,956 CHF | 164,956 CHF | 99.97% | 99.97% |
11/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,587 CHF | 185,587 CHF | 98.69% | 98.69% |
10/07/2024 | 0.84% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,013 CHF | 240,013 CHF | 96.17% | 96.17% |
09/07/2024 | 0.87% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,392 CHF | 232,392 CHF | 99.63% | 99.63% |
08/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,925 CHF | 246,925 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 239,015 CHF | 241,015 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 246,044 CHF | 248,044 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 256,809 CHF | 258,809 CHF | 99.32% | 99.32% |
02/07/2024 | 0.70% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 283,173 CHF | 285,173 CHF | 99.41% | 99.41% |