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 | 0.64% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,628 CHF | 312,628 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 298,219 CHF | 300,219 CHF | 99.96% | 99.96% |
11/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 272,555 CHF | 274,555 CHF | 98.83% | 98.83% |
10/07/2024 | 0.92% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 217,326 CHF | 219,326 CHF | 96.17% | 96.17% |
09/07/2024 | 0.89% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,481 CHF | 225,481 CHF | 99.63% | 99.63% |
08/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,439 CHF | 215,439 CHF | 100.00% | 100.00% |
05/07/2024 | 0.91% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,554 CHF | 220,554 CHF | 100.00% | 100.00% |
04/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,795 CHF | 216,795 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,479 CHF | 210,479 CHF | 99.32% | 99.32% |
02/07/2024 | 1.07% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,724 CHF | 188,724 CHF | 99.53% | 99.53% |