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 | 0.90% | 1.07 CHF | 1.08 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 165,503 CHF | 55,668 CHF | 99.16% | 99.16% |
12/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 167,809 CHF | 56,436 CHF | 99.27% | 99.27% |
11/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 170,738 CHF | 57,413 CHF | 99.23% | 99.23% |
10/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 169,715 CHF | 57,072 CHF | 99.23% | 99.23% |
09/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 176,041 CHF | 59,181 CHF | 99.23% | 99.23% |
08/07/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 177,967 CHF | 59,822 CHF | 99.24% | 99.24% |
05/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 172,371 CHF | 57,957 CHF | 99.23% | 99.23% |
04/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 174,520 CHF | 58,673 CHF | 99.23% | 99.23% |
03/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 176,060 CHF | 59,187 CHF | 99.23% | 99.23% |
02/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 178,707 CHF | 60,069 CHF | 99.23% | 99.23% |