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 | 0.66% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 374,723 CHF | 150,889 CHF | 99.37% | 99.37% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 372,414 CHF | 149,966 CHF | 99.38% | 99.38% |
11/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 373,170 CHF | 150,268 CHF | 98.89% | 98.89% |
10/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,488 CHF | 143,995 CHF | 99.36% | 99.36% |
09/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 354,579 CHF | 142,832 CHF | 99.38% | 99.38% |
08/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 351,613 CHF | 141,645 CHF | 99.38% | 99.38% |
05/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 352,453 CHF | 141,981 CHF | 98.76% | 98.76% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 352,439 CHF | 141,976 CHF | 99.15% | 99.15% |
03/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 358,609 CHF | 144,444 CHF | 99.38% | 99.38% |
02/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 365,000 CHF | 147,000 CHF | 99.38% | 99.38% |