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 | 1.41% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 176,604 CHF | 71,642 CHF | 99.17% | 99.17% |
12/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,569 CHF | 71,228 CHF | 99.16% | 99.16% |
11/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,406 CHF | 73,162 CHF | 99.16% | 99.16% |
10/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 183,629 CHF | 74,452 CHF | 99.16% | 99.16% |
09/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,049 CHF | 75,820 CHF | 99.17% | 99.17% |
08/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 174,512 CHF | 70,805 CHF | 99.15% | 99.15% |
05/07/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 165,180 CHF | 67,072 CHF | 99.16% | 99.16% |
04/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,284 CHF | 67,514 CHF | 99.17% | 99.17% |
03/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 168,284 CHF | 68,314 CHF | 99.17% | 99.17% |
02/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 177,941 CHF | 72,177 CHF | 99.17% | 99.17% |