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 | 0.73% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 340,738 CHF | 137,295 CHF | 99.17% | 99.17% |
12/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 345,433 CHF | 139,173 CHF | 99.16% | 99.16% |
11/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 349,655 CHF | 140,862 CHF | 99.16% | 99.16% |
10/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 353,140 CHF | 142,256 CHF | 99.16% | 99.16% |
09/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,541 CHF | 144,816 CHF | 99.17% | 99.17% |
08/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 354,813 CHF | 142,925 CHF | 99.16% | 99.16% |
05/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 350,770 CHF | 141,308 CHF | 99.15% | 99.15% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 351,973 CHF | 141,789 CHF | 99.17% | 99.17% |
03/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,152 CHF | 143,861 CHF | 99.16% | 99.16% |
02/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 376,319 CHF | 151,528 CHF | 99.16% | 99.16% |