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 | 1.26% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,300 CHF | 79,920 CHF | 99.17% | 99.17% |
12/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,731 CHF | 80,492 CHF | 99.16% | 99.16% |
11/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 198,120 CHF | 80,248 CHF | 99.17% | 99.17% |
10/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 195,771 CHF | 79,309 CHF | 99.16% | 99.16% |
09/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 189,954 CHF | 76,982 CHF | 99.17% | 99.17% |
08/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 189,249 CHF | 76,700 CHF | 99.16% | 99.16% |
05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,955 CHF | 77,782 CHF | 99.16% | 99.16% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,359 CHF | 77,544 CHF | 99.17% | 99.17% |
03/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,134 CHF | 75,854 CHF | 99.17% | 99.17% |
02/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,326 CHF | 72,731 CHF | 99.16% | 99.16% |