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% | 0.99 CHF | 1.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 262,850 CHF | 266,192 CHF | 93.65% | 93.65% |
12/07/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 254,664 CHF | 257,164 CHF | 96.09% | 96.09% |
11/07/2024 | 1.46% | 0.97 CHF | 0.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 239,389 CHF | 242,894 CHF | 97.58% | 97.58% |
10/07/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 204,624 CHF | 207,124 CHF | 96.75% | 96.75% |
09/07/2024 | 1.18% | 0.80 CHF | 0.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 210,042 CHF | 212,542 CHF | 99.55% | 99.55% |
08/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 203,161 CHF | 205,661 CHF | 96.75% | 96.75% |
05/07/2024 | 1.20% | 0.78 CHF | 0.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 207,887 CHF | 210,387 CHF | 99.51% | 99.51% |
04/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 204,760 CHF | 207,260 CHF | 99.66% | 99.66% |
03/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 200,984 CHF | 203,484 CHF | 98.97% | 98.97% |
02/07/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 187,716 CHF | 190,216 CHF | 99.07% | 99.07% |