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 | 0.55% | 1.87 CHF | 1.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 456,962 CHF | 183,785 CHF | 99.16% | 99.16% |
12/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 454,307 CHF | 182,723 CHF | 99.17% | 99.17% |
11/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 452,197 CHF | 181,879 CHF | 99.17% | 99.17% |
10/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 460,062 CHF | 185,025 CHF | 99.16% | 99.16% |
09/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 452,833 CHF | 182,133 CHF | 99.16% | 99.16% |
08/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,162 CHF | 179,865 CHF | 99.15% | 99.15% |
05/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 444,273 CHF | 178,709 CHF | 99.16% | 99.16% |
04/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 457,732 CHF | 184,093 CHF | 99.17% | 99.17% |
03/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 474,318 CHF | 190,727 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 491,826 CHF | 197,730 CHF | 99.17% | 99.17% |