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% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 386,603 CHF | 155,641 CHF | 99.17% | 99.17% |
12/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 390,973 CHF | 157,389 CHF | 99.16% | 99.16% |
11/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 387,278 CHF | 155,911 CHF | 99.16% | 99.16% |
10/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 380,444 CHF | 153,178 CHF | 99.16% | 99.16% |
09/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 362,708 CHF | 146,083 CHF | 99.17% | 99.17% |
08/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,438 CHF | 143,175 CHF | 99.16% | 99.16% |
05/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 353,763 CHF | 142,505 CHF | 99.16% | 99.16% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 350,693 CHF | 141,277 CHF | 99.17% | 99.17% |
03/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,370 CHF | 138,348 CHF | 99.17% | 99.17% |
02/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 342,850 CHF | 138,140 CHF | 99.16% | 99.16% |