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 | 0.94% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 265,299 CHF | 107,120 CHF | 99.37% | 99.37% |
12/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 279,604 CHF | 112,841 CHF | 99.38% | 99.38% |
11/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 274,960 CHF | 110,984 CHF | 98.89% | 98.89% |
10/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 369,390 CHF | 148,756 CHF | 99.36% | 99.36% |
09/07/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 387,920 CHF | 156,168 CHF | 99.38% | 99.38% |
08/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 404,034 CHF | 162,614 CHF | 99.38% | 99.38% |
05/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 399,804 CHF | 160,921 CHF | 98.76% | 98.76% |
04/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 400,747 CHF | 161,299 CHF | 99.15% | 99.15% |
03/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 345,170 CHF | 139,068 CHF | 99.38% | 99.38% |
02/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,685 CHF | 125,274 CHF | 99.38% | 99.38% |