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 | 1.06% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 234,057 CHF | 94,623 CHF | 99.17% | 99.17% |
12/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 221,518 CHF | 89,607 CHF | 99.17% | 99.17% |
11/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,336 CHF | 79,535 CHF | 99.16% | 99.16% |
10/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,316 CHF | 79,926 CHF | 99.16% | 99.16% |
09/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 192,527 CHF | 78,011 CHF | 99.17% | 99.17% |
08/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 199,908 CHF | 80,963 CHF | 99.16% | 99.16% |
05/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,330 CHF | 83,132 CHF | 99.16% | 99.16% |
04/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,590 CHF | 86,436 CHF | 99.17% | 99.17% |
03/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 217,589 CHF | 88,036 CHF | 99.17% | 99.17% |
02/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 219,707 CHF | 88,883 CHF | 99.16% | 99.16% |