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 | 1.60% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 124,223 CHF | 126,223 CHF | 99.81% | 99.81% |
12/07/2024 | 1.48% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 134,062 CHF | 136,062 CHF | 99.77% | 99.77% |
11/07/2024 | 1.28% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,478 CHF | 158,478 CHF | 100.00% | 100.00% |
10/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,104 CHF | 168,104 CHF | 94.51% | 94.51% |
09/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,463 CHF | 162,463 CHF | 99.48% | 99.48% |
08/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,182 CHF | 165,182 CHF | 99.81% | 99.81% |
05/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,089 CHF | 159,089 CHF | 99.81% | 99.81% |
04/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,743 CHF | 158,743 CHF | 99.81% | 99.81% |
03/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 159,696 CHF | 161,696 CHF | 99.14% | 99.14% |
02/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 154,438 CHF | 156,438 CHF | 99.43% | 99.43% |