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 | 0.57% | 1.75 CHF | 1.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 437,021 CHF | 175,808 CHF | 99.37% | 99.37% |
12/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 433,950 CHF | 174,580 CHF | 99.38% | 99.38% |
11/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 435,069 CHF | 175,028 CHF | 98.89% | 98.89% |
10/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 415,029 CHF | 167,012 CHF | 99.36% | 99.36% |
09/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 411,579 CHF | 165,631 CHF | 99.38% | 99.38% |
08/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 408,485 CHF | 164,394 CHF | 99.38% | 99.38% |
05/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 409,511 CHF | 164,804 CHF | 98.76% | 98.76% |
04/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 409,165 CHF | 164,666 CHF | 99.15% | 99.15% |
03/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 417,630 CHF | 168,052 CHF | 99.38% | 99.38% |
02/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 425,000 CHF | 171,000 CHF | 99.38% | 99.38% |