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 | 0.62% | 1.61 CHF | 1.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 402,399 CHF | 161,959 CHF | 99.37% | 99.37% |
12/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 400,131 CHF | 161,052 CHF | 99.38% | 99.38% |
11/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 401,108 CHF | 161,443 CHF | 98.89% | 98.89% |
10/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 385,000 CHF | 155,000 CHF | 99.36% | 99.36% |
09/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 382,285 CHF | 153,914 CHF | 99.38% | 99.38% |
08/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 379,577 CHF | 152,831 CHF | 99.38% | 99.38% |
05/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 379,995 CHF | 152,998 CHF | 98.76% | 98.76% |
04/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 380,302 CHF | 153,121 CHF | 99.15% | 99.15% |
03/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 387,275 CHF | 155,910 CHF | 99.38% | 99.38% |
02/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 392,500 CHF | 158,000 CHF | 99.38% | 99.38% |