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 | 0.60% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 417,377 CHF | 167,951 CHF | 99.37% | 99.37% |
12/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 417,208 CHF | 167,883 CHF | 99.38% | 99.38% |
11/07/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 400,160 CHF | 161,064 CHF | 99.36% | 99.36% |
10/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 388,407 CHF | 156,363 CHF | 99.36% | 99.36% |
09/07/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 407,997 CHF | 164,199 CHF | 99.38% | 99.38% |
08/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 406,854 CHF | 163,741 CHF | 99.38% | 99.38% |
05/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 403,848 CHF | 162,539 CHF | 99.14% | 99.14% |
04/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 403,481 CHF | 162,392 CHF | 99.38% | 99.38% |
03/07/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 402,874 CHF | 162,150 CHF | 99.38% | 99.38% |
02/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 386,616 CHF | 155,646 CHF | 99.37% | 99.37% |