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 | 0.92% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 271,082 CHF | 109,433 CHF | 99.37% | 99.37% |
12/07/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,984 CHF | 111,394 CHF | 99.38% | 99.38% |
11/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 291,737 CHF | 117,695 CHF | 99.38% | 99.38% |
10/07/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 295,779 CHF | 119,311 CHF | 99.36% | 99.36% |
09/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 290,603 CHF | 117,241 CHF | 99.38% | 99.38% |
08/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 288,878 CHF | 116,551 CHF | 99.38% | 99.38% |
05/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 283,623 CHF | 114,449 CHF | 99.14% | 99.14% |
04/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 293,608 CHF | 118,443 CHF | 99.38% | 99.38% |
03/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 295,298 CHF | 119,119 CHF | 99.38% | 99.38% |
02/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 307,950 CHF | 124,180 CHF | 99.37% | 99.37% |