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 | 1.40% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 177,303 CHF | 71,921 CHF | 99.17% | 99.17% |
12/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,392 CHF | 72,757 CHF | 99.17% | 99.17% |
11/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 178,188 CHF | 72,275 CHF | 99.17% | 99.17% |
10/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,992 CHF | 71,397 CHF | 99.16% | 99.16% |
09/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,133 CHF | 69,053 CHF | 99.17% | 99.17% |
08/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,344 CHF | 69,137 CHF | 99.16% | 99.16% |
05/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 172,357 CHF | 69,943 CHF | 99.16% | 99.16% |
04/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 171,704 CHF | 69,682 CHF | 99.17% | 99.17% |
03/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,521 CHF | 68,009 CHF | 99.17% | 99.17% |
02/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,130 CHF | 65,052 CHF | 99.16% | 99.16% |