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 | 1.25% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,587 CHF | 80,435 CHF | 99.17% | 99.17% |
12/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,716 CHF | 75,286 CHF | 99.17% | 99.17% |
11/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,595 CHF | 65,238 CHF | 99.16% | 99.16% |
10/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 161,978 CHF | 65,791 CHF | 99.16% | 99.16% |
09/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,586 CHF | 63,635 CHF | 99.17% | 99.17% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,630 CHF | 66,852 CHF | 99.16% | 99.16% |
05/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,089 CHF | 69,036 CHF | 99.16% | 99.16% |
04/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 178,229 CHF | 72,292 CHF | 99.17% | 99.17% |
03/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 182,445 CHF | 73,978 CHF | 99.17% | 99.17% |
02/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,219 CHF | 74,687 CHF | 99.17% | 99.17% |