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 | 1.08% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 229,447 CHF | 92,779 CHF | 99.37% | 99.37% |
12/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 247,595 CHF | 100,038 CHF | 99.38% | 99.38% |
11/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 99,991 | 241,432 CHF | 97,564 CHF | 98.89% | 98.89% |
10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,735 CHF | 144,894 CHF | 99.36% | 99.36% |
09/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 382,716 CHF | 154,087 CHF | 99.38% | 99.38% |
08/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 402,832 CHF | 162,133 CHF | 99.38% | 99.38% |
05/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 398,081 CHF | 160,233 CHF | 98.76% | 98.76% |
04/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 398,770 CHF | 160,508 CHF | 99.15% | 99.15% |
03/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 99,996 | 332,323 CHF | 133,924 CHF | 99.38% | 99.38% |
02/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 289,417 CHF | 116,767 CHF | 99.38% | 99.38% |