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 | 1.52% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,490 CHF | 66,796 CHF | 99.16% | 99.16% |
12/07/2024 | 1.49% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,274 CHF | 67,910 CHF | 99.17% | 99.17% |
11/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 163,239 CHF | 66,296 CHF | 99.16% | 99.16% |
10/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,246 CHF | 72,698 CHF | 99.16% | 99.16% |
09/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 158,150 CHF | 64,260 CHF | 99.16% | 99.16% |
08/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 190,379 CHF | 77,152 CHF | 99.15% | 99.15% |
05/07/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 196,471 CHF | 79,588 CHF | 99.16% | 99.16% |
04/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 189,120 CHF | 76,648 CHF | 99.17% | 99.17% |
03/07/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 195,555 CHF | 79,222 CHF | 99.17% | 99.17% |
02/07/2024 | 1.10% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,062 CHF | 91,425 CHF | 99.17% | 99.17% |