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 | 0.73% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 341,898 CHF | 137,759 CHF | 99.17% | 99.17% |
12/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 340,864 CHF | 137,346 CHF | 99.16% | 99.16% |
11/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 345,849 CHF | 139,339 CHF | 99.17% | 99.17% |
10/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 349,195 CHF | 140,678 CHF | 99.16% | 99.16% |
09/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 352,517 CHF | 142,007 CHF | 99.17% | 99.17% |
08/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 340,236 CHF | 137,094 CHF | 99.16% | 99.16% |
05/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 330,876 CHF | 133,351 CHF | 99.16% | 99.16% |
04/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 332,111 CHF | 133,844 CHF | 99.17% | 99.17% |
03/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 333,834 CHF | 134,534 CHF | 99.17% | 99.17% |
02/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,535 CHF | 138,414 CHF | 99.16% | 99.16% |