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 | 1.16% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 214,895 CHF | 86,958 CHF | 99.37% | 99.37% |
12/07/2024 | 1.15% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,086 CHF | 87,434 CHF | 99.38% | 99.38% |
11/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 225,887 CHF | 91,355 CHF | 99.36% | 99.36% |
10/07/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 247,364 CHF | 99,946 CHF | 99.36% | 99.36% |
09/07/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 238,834 CHF | 96,534 CHF | 99.37% | 99.37% |
08/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 238,964 CHF | 96,586 CHF | 99.38% | 99.38% |
05/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 231,272 CHF | 93,509 CHF | 99.14% | 99.14% |
04/07/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 241,236 CHF | 97,495 CHF | 99.38% | 99.38% |
03/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 248,796 CHF | 100,518 CHF | 99.38% | 99.38% |
02/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 271,155 CHF | 109,462 CHF | 99.38% | 99.38% |