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 | 1.44% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 172,486 CHF | 69,994 CHF | 99.37% | 99.37% |
12/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 99,939 | 184,391 CHF | 74,711 CHF | 99.02% | 99.38% |
11/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 99,982 | 180,435 CHF | 73,161 CHF | 98.89% | 98.89% |
10/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 259,101 CHF | 104,640 CHF | 99.36% | 99.36% |
09/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 274,545 CHF | 110,818 CHF | 99.38% | 99.38% |
08/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 287,928 CHF | 116,171 CHF | 99.38% | 99.38% |
05/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 284,644 CHF | 114,857 CHF | 98.76% | 98.76% |
04/07/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 285,175 CHF | 115,070 CHF | 99.15% | 99.15% |
03/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 242,061 CHF | 97,825 CHF | 99.38% | 99.38% |
02/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 99,996 | 214,538 CHF | 86,812 CHF | 99.38% | 99.38% |