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 | 0.65% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 383,154 CHF | 154,261 CHF | 99.17% | 99.17% |
12/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 376,126 CHF | 151,450 CHF | 99.17% | 99.17% |
11/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 375,391 CHF | 151,156 CHF | 99.17% | 99.17% |
10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,397 CHF | 144,759 CHF | 99.16% | 99.16% |
09/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 364,378 CHF | 146,751 CHF | 99.17% | 99.17% |
08/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 376,898 CHF | 151,759 CHF | 99.16% | 99.16% |
05/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 378,535 CHF | 152,414 CHF | 99.15% | 99.15% |
04/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 404,496 CHF | 162,798 CHF | 99.17% | 99.17% |
03/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 392,308 CHF | 157,923 CHF | 99.16% | 99.16% |
02/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 383,544 CHF | 154,417 CHF | 99.16% | 99.16% |