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 | 0.82% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 302,243 CHF | 121,897 CHF | 99.17% | 99.17% |
12/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 290,136 CHF | 117,054 CHF | 99.17% | 99.17% |
11/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 315,222 CHF | 127,089 CHF | 99.16% | 99.16% |
10/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 304,682 CHF | 122,873 CHF | 99.17% | 99.17% |
09/07/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 306,943 CHF | 123,777 CHF | 99.17% | 99.17% |
08/07/2024 | 0.82% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 302,582 CHF | 122,033 CHF | 99.15% | 99.15% |
05/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 344,800 CHF | 138,919 CHF | 99.16% | 99.16% |
04/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 369,910 CHF | 148,964 CHF | 99.17% | 99.17% |
03/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 365,570 CHF | 147,228 CHF | 99.16% | 99.16% |
02/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 339,864 CHF | 136,946 CHF | 99.16% | 99.16% |