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 | 1.38% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,458 CHF | 73,183 CHF | 99.17% | 99.17% |
12/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 171,758 CHF | 69,703 CHF | 99.16% | 99.16% |
11/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,347 CHF | 71,139 CHF | 99.17% | 99.17% |
10/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,148 CHF | 72,659 CHF | 99.17% | 99.17% |
09/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 174,117 CHF | 70,647 CHF | 99.17% | 99.17% |
08/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 174,647 CHF | 70,859 CHF | 99.15% | 99.15% |
05/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 177,211 CHF | 71,884 CHF | 99.16% | 99.16% |
04/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 176,972 CHF | 71,789 CHF | 99.17% | 99.17% |
03/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,884 CHF | 69,354 CHF | 99.17% | 99.17% |
02/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 158,503 CHF | 64,401 CHF | 99.16% | 99.16% |