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 | 1.05% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 236,571 CHF | 95,629 CHF | 99.17% | 99.17% |
12/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 233,781 CHF | 94,513 CHF | 99.16% | 99.16% |
11/07/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 231,837 CHF | 93,735 CHF | 99.16% | 99.16% |
10/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,497 CHF | 96,799 CHF | 99.16% | 99.16% |
09/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 232,268 CHF | 93,907 CHF | 99.17% | 99.17% |
08/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,649 CHF | 91,659 CHF | 99.15% | 99.15% |
05/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 223,761 CHF | 90,504 CHF | 99.16% | 99.16% |
04/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 237,066 CHF | 95,826 CHF | 99.17% | 99.17% |
03/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 253,857 CHF | 102,543 CHF | 99.17% | 99.17% |
02/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 271,206 CHF | 109,483 CHF | 99.16% | 99.16% |