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 | 0.67% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 372,902 CHF | 150,161 CHF | 99.37% | 99.37% |
12/07/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 377,061 CHF | 151,824 CHF | 99.38% | 99.38% |
11/07/2024 | 0.63% | 1.51 CHF | 1.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 392,889 CHF | 158,156 CHF | 99.37% | 99.37% |
10/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 415,676 CHF | 167,270 CHF | 99.36% | 99.36% |
09/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 412,665 CHF | 166,066 CHF | 99.37% | 99.37% |
08/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 412,770 CHF | 166,108 CHF | 99.38% | 99.38% |
05/07/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 403,156 CHF | 162,262 CHF | 99.14% | 99.14% |
04/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 409,117 CHF | 164,647 CHF | 99.38% | 99.38% |
03/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 415,855 CHF | 167,342 CHF | 99.38% | 99.38% |
02/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 437,729 CHF | 176,091 CHF | 99.37% | 99.37% |