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 | 0.70% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,482 CHF | 143,193 CHF | 99.17% | 99.17% |
12/07/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,186 CHF | 138,274 CHF | 99.16% | 99.16% |
11/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 368,563 CHF | 148,425 CHF | 99.16% | 99.16% |
10/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,781 CHF | 144,113 CHF | 99.16% | 99.16% |
09/07/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 360,490 CHF | 145,196 CHF | 99.17% | 99.17% |
08/07/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,820 CHF | 143,328 CHF | 99.16% | 99.16% |
05/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 398,410 CHF | 160,364 CHF | 99.16% | 99.16% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 423,110 CHF | 170,244 CHF | 99.17% | 99.17% |
03/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 418,879 CHF | 168,551 CHF | 99.17% | 99.17% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 393,024 CHF | 158,210 CHF | 99.16% | 99.16% |