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 | 0.65% | 1.55 CHF | 1.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 383,322 CHF | 115,747 CHF | 98.98% | 98.98% |
12/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 385,508 CHF | 116,402 CHF | 98.72% | 98.72% |
11/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 367,669 CHF | 111,051 CHF | 98.88% | 98.88% |
10/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 360,393 CHF | 108,868 CHF | 98.92% | 98.92% |
09/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 353,814 CHF | 106,894 CHF | 98.92% | 98.92% |
08/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 412,126 CHF | 124,388 CHF | 98.92% | 98.92% |
05/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 421,771 CHF | 127,281 CHF | 98.66% | 98.66% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 419,412 CHF | 126,573 CHF | 98.83% | 98.83% |
03/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 407,558 CHF | 123,017 CHF | 98.88% | 98.88% |
02/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 384,485 CHF | 116,096 CHF | 98.86% | 98.86% |