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% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,863 CHF | 166,545 CHF | 99.37% | 99.37% |
12/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 417,999 CHF | 168,200 CHF | 99.38% | 99.38% |
11/07/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 433,802 CHF | 174,521 CHF | 99.37% | 99.37% |
10/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 456,658 CHF | 183,663 CHF | 99.36% | 99.36% |
09/07/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,742 CHF | 182,497 CHF | 99.38% | 99.38% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,849 CHF | 182,540 CHF | 99.38% | 99.38% |
05/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 444,080 CHF | 178,632 CHF | 99.14% | 99.14% |
04/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 449,896 CHF | 180,958 CHF | 99.38% | 99.38% |
03/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 456,996 CHF | 183,799 CHF | 99.38% | 99.38% |
02/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 478,652 CHF | 192,461 CHF | 99.38% | 99.38% |