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 | 1.00% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 248,821 CHF | 100,529 CHF | 99.17% | 99.17% |
12/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 252,361 CHF | 101,944 CHF | 99.16% | 99.16% |
11/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 248,655 CHF | 100,462 CHF | 99.17% | 99.17% |
10/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 241,999 CHF | 97,800 CHF | 99.17% | 99.17% |
09/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 223,885 CHF | 90,554 CHF | 99.16% | 99.16% |
08/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,976 CHF | 87,791 CHF | 99.15% | 99.15% |
05/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,176 CHF | 87,470 CHF | 99.16% | 99.16% |
04/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,002 CHF | 86,201 CHF | 99.17% | 99.17% |
03/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,689 CHF | 83,276 CHF | 99.17% | 99.17% |
02/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 204,183 CHF | 82,673 CHF | 99.16% | 99.16% |