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 | 0.86% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 290,060 CHF | 117,024 CHF | 99.37% | 99.37% |
12/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,858 CHF | 125,343 CHF | 99.38% | 99.38% |
11/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 323,593 CHF | 130,437 CHF | 99.37% | 99.37% |
10/07/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 347,667 CHF | 140,067 CHF | 99.36% | 99.36% |
09/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 354,999 CHF | 143,000 CHF | 99.38% | 99.38% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 364,221 CHF | 146,688 CHF | 99.38% | 99.38% |
05/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,888 CHF | 143,355 CHF | 99.14% | 99.14% |
04/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 371,754 CHF | 149,702 CHF | 99.38% | 99.38% |
03/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 346,740 CHF | 139,696 CHF | 99.38% | 99.38% |
02/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 342,716 CHF | 138,086 CHF | 99.38% | 99.38% |