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 | 0.69% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 361,657 CHF | 145,663 CHF | 99.17% | 99.17% |
12/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 366,386 CHF | 147,555 CHF | 99.16% | 99.16% |
11/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 370,675 CHF | 149,270 CHF | 99.17% | 99.17% |
10/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 373,967 CHF | 150,587 CHF | 99.16% | 99.16% |
09/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 380,388 CHF | 153,155 CHF | 99.17% | 99.17% |
08/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 376,127 CHF | 151,451 CHF | 99.15% | 99.15% |
05/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 371,841 CHF | 149,736 CHF | 99.16% | 99.16% |
04/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 372,883 CHF | 150,153 CHF | 99.17% | 99.17% |
03/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 377,725 CHF | 152,090 CHF | 99.17% | 99.17% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 397,212 CHF | 159,885 CHF | 99.17% | 99.17% |