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 | 0.91% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 273,691 CHF | 110,477 CHF | 99.17% | 99.17% |
12/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 270,666 CHF | 109,266 CHF | 99.16% | 99.16% |
11/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 268,956 CHF | 108,583 CHF | 99.17% | 99.17% |
10/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 276,698 CHF | 111,679 CHF | 99.16% | 99.16% |
09/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 269,305 CHF | 108,722 CHF | 99.17% | 99.17% |
08/07/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 263,908 CHF | 106,563 CHF | 99.15% | 99.15% |
05/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 260,810 CHF | 105,324 CHF | 99.16% | 99.16% |
04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 274,285 CHF | 110,714 CHF | 99.17% | 99.17% |
03/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 291,124 CHF | 117,450 CHF | 99.17% | 99.17% |
02/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 308,114 CHF | 124,245 CHF | 99.16% | 99.16% |