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 | 1.06% | 0.90 CHF | 0.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 140,365 CHF | 47,289 CHF | 99.16% | 99.16% |
12/07/2024 | 1.04% | 0.91 CHF | 0.92 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 143,014 CHF | 48,172 CHF | 99.27% | 99.27% |
11/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 145,506 CHF | 49,002 CHF | 99.24% | 99.24% |
10/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 145,021 CHF | 48,840 CHF | 99.23% | 99.23% |
09/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 151,053 CHF | 50,851 CHF | 99.24% | 99.24% |
08/07/2024 | 0.98% | 1.09 CHF | 1.10 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 153,056 CHF | 51,519 CHF | 99.24% | 99.24% |
05/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 147,397 CHF | 49,632 CHF | 99.23% | 99.23% |
04/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 149,344 CHF | 50,281 CHF | 99.23% | 99.23% |
03/07/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 151,034 CHF | 50,845 CHF | 99.24% | 99.24% |
02/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 153,644 CHF | 51,715 CHF | 99.23% | 99.23% |