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 | 1.21% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 206,020 CHF | 83,408 CHF | 99.37% | 99.37% |
12/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 217,926 CHF | 88,171 CHF | 99.38% | 99.38% |
11/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,951 CHF | 86,580 CHF | 98.89% | 98.89% |
10/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 292,894 CHF | 118,158 CHF | 99.36% | 99.36% |
09/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 307,936 CHF | 124,174 CHF | 99.38% | 99.38% |
08/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 321,572 CHF | 129,629 CHF | 99.38% | 99.38% |
05/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 318,384 CHF | 128,354 CHF | 98.76% | 98.76% |
04/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 318,767 CHF | 128,507 CHF | 99.15% | 99.15% |
03/07/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,741 CHF | 111,296 CHF | 99.38% | 99.38% |
02/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 248,350 CHF | 100,340 CHF | 99.38% | 99.38% |