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 | 0.83% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 301,304 CHF | 121,522 CHF | 99.17% | 99.17% |
12/07/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 309,377 CHF | 124,751 CHF | 99.17% | 99.17% |
11/07/2024 | 0.80% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,207 CHF | 125,083 CHF | 99.16% | 99.16% |
10/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 326,750 CHF | 131,700 CHF | 99.16% | 99.16% |
09/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 321,508 CHF | 129,603 CHF | 99.17% | 99.17% |
08/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 309,550 CHF | 124,820 CHF | 99.16% | 99.16% |
05/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 308,561 CHF | 124,424 CHF | 99.16% | 99.16% |
04/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 282,806 CHF | 114,122 CHF | 99.17% | 99.17% |
03/07/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 295,192 CHF | 119,077 CHF | 99.16% | 99.16% |
02/07/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 304,200 CHF | 122,680 CHF | 99.16% | 99.16% |