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 | 1.26% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,616 CHF | 80,047 CHF | 99.17% | 99.17% |
12/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 202,013 CHF | 81,805 CHF | 99.17% | 99.17% |
11/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 206,403 CHF | 83,561 CHF | 99.16% | 99.16% |
10/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 209,785 CHF | 84,914 CHF | 99.16% | 99.16% |
09/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,194 CHF | 87,478 CHF | 99.17% | 99.17% |
08/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 211,756 CHF | 85,703 CHF | 99.16% | 99.16% |
05/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 207,464 CHF | 83,986 CHF | 99.16% | 99.16% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,629 CHF | 84,452 CHF | 99.17% | 99.17% |
03/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,618 CHF | 86,447 CHF | 99.17% | 99.17% |
02/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 233,040 CHF | 94,216 CHF | 99.17% | 99.17% |