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 | 1.23% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 201,563 CHF | 81,625 CHF | 99.17% | 99.17% |
12/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 201,621 CHF | 81,648 CHF | 99.17% | 99.17% |
11/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 193,288 CHF | 78,315 CHF | 99.16% | 99.16% |
10/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,349 CHF | 80,340 CHF | 99.16% | 99.16% |
09/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,873 CHF | 78,949 CHF | 99.17% | 99.17% |
08/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,699 CHF | 75,280 CHF | 99.15% | 99.15% |
05/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,808 CHF | 73,723 CHF | 99.16% | 99.16% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,991 CHF | 78,996 CHF | 99.17% | 99.17% |
03/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 188,450 CHF | 76,380 CHF | 99.17% | 99.17% |
02/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 200,817 CHF | 81,327 CHF | 99.16% | 99.16% |