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 | 0.79% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 316,872 CHF | 127,749 CHF | 99.17% | 99.17% |
12/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 316,825 CHF | 127,730 CHF | 99.17% | 99.17% |
11/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 308,682 CHF | 124,473 CHF | 99.16% | 99.16% |
10/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 313,349 CHF | 126,340 CHF | 99.17% | 99.17% |
09/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 309,873 CHF | 124,949 CHF | 99.16% | 99.16% |
08/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 300,896 CHF | 121,358 CHF | 99.15% | 99.15% |
05/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 296,808 CHF | 119,723 CHF | 99.16% | 99.16% |
04/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,198 CHF | 125,079 CHF | 99.17% | 99.17% |
03/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 303,486 CHF | 122,394 CHF | 99.17% | 99.17% |
02/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 315,817 CHF | 127,327 CHF | 99.16% | 99.16% |