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 | 0.58% | 1.73 CHF | 1.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 431,557 CHF | 173,623 CHF | 99.37% | 99.37% |
12/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 424,674 CHF | 170,870 CHF | 99.38% | 99.38% |
11/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 427,073 CHF | 171,829 CHF | 98.89% | 98.89% |
10/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 379,819 CHF | 152,928 CHF | 99.36% | 99.36% |
09/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 370,592 CHF | 149,237 CHF | 99.38% | 99.38% |
08/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 362,619 CHF | 146,048 CHF | 99.38% | 99.38% |
05/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 364,765 CHF | 146,906 CHF | 98.76% | 98.76% |
04/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 364,449 CHF | 146,780 CHF | 99.15% | 99.15% |
03/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 388,512 CHF | 156,405 CHF | 99.38% | 99.38% |
02/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 405,961 CHF | 163,384 CHF | 99.38% | 99.38% |