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 | 0.84% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 294,812 CHF | 118,925 CHF | 99.37% | 99.37% |
12/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 299,239 CHF | 120,696 CHF | 99.38% | 99.38% |
11/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 315,068 CHF | 127,027 CHF | 99.37% | 99.37% |
10/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,864 CHF | 128,946 CHF | 99.36% | 99.36% |
09/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 314,652 CHF | 126,861 CHF | 99.38% | 99.38% |
08/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 312,609 CHF | 126,044 CHF | 99.38% | 99.38% |
05/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 307,673 CHF | 124,069 CHF | 99.14% | 99.14% |
04/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 317,657 CHF | 128,063 CHF | 99.38% | 99.38% |
03/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,204 CHF | 128,682 CHF | 99.38% | 99.38% |
02/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 331,609 CHF | 133,644 CHF | 99.37% | 99.37% |