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 | 0.74% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 335,836 CHF | 135,334 CHF | 99.37% | 99.37% |
12/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,400 CHF | 143,560 CHF | 99.38% | 99.38% |
11/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 370,421 CHF | 149,168 CHF | 99.37% | 99.37% |
10/07/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 394,757 CHF | 158,903 CHF | 99.36% | 99.36% |
09/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 401,551 CHF | 161,621 CHF | 99.38% | 99.38% |
08/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 411,430 CHF | 165,572 CHF | 99.37% | 99.37% |
05/07/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 402,541 CHF | 162,016 CHF | 99.14% | 99.14% |
04/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 418,292 CHF | 168,317 CHF | 99.38% | 99.38% |
03/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 393,554 CHF | 158,421 CHF | 99.38% | 99.38% |
02/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 389,683 CHF | 156,873 CHF | 99.38% | 99.38% |