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% | 1.68 CHF | 1.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 430,586 CHF | 173,234 CHF | 99.37% | 99.37% |
12/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 427,378 CHF | 171,951 CHF | 99.38% | 99.38% |
11/07/2024 | 0.61% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 411,580 CHF | 165,632 CHF | 99.37% | 99.37% |
10/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 389,001 CHF | 156,600 CHF | 99.36% | 99.36% |
09/07/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 392,335 CHF | 157,934 CHF | 99.37% | 99.37% |
08/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 392,562 CHF | 158,025 CHF | 99.37% | 99.37% |
05/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 403,004 CHF | 162,202 CHF | 99.14% | 99.14% |
04/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 397,093 CHF | 159,837 CHF | 99.38% | 99.38% |
03/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 390,504 CHF | 157,201 CHF | 99.38% | 99.38% |
02/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 368,848 CHF | 148,539 CHF | 99.38% | 99.38% |