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% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,938 CHF | 312,938 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 330,701 CHF | 332,701 CHF | 99.86% | 99.86% |
11/07/2024 | 0.53% | 1.74 CHF | 1.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 374,841 CHF | 376,841 CHF | 97.20% | 97.20% |
10/07/2024 | 0.48% | 1.98 CHF | 1.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 414,283 CHF | 416,283 CHF | 96.17% | 96.17% |
09/07/2024 | 0.50% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 402,657 CHF | 404,657 CHF | 99.63% | 99.63% |
08/07/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 350,058 CHF | 352,058 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 346,249 CHF | 348,249 CHF | 98.85% | 98.85% |
04/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 386,605 CHF | 388,605 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.03 CHF | 2.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 425,576 CHF | 427,576 CHF | 99.32% | 99.32% |
02/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,176 CHF | 489,176 CHF | 99.42% | 99.42% |