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 | 1.04% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 99,989 | 239,081 CHF | 96,622 CHF | 99.17% | 99.17% |
12/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,967 CHF | 91,787 CHF | 99.17% | 99.17% |
11/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 252,172 CHF | 101,869 CHF | 99.16% | 99.16% |
10/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 241,502 CHF | 97,601 CHF | 99.16% | 99.16% |
09/07/2024 | 1.02% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 243,757 CHF | 98,503 CHF | 99.16% | 99.16% |
08/07/2024 | 1.04% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,486 CHF | 96,794 CHF | 99.15% | 99.15% |
05/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 282,176 CHF | 113,870 CHF | 99.16% | 99.16% |
04/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 306,682 CHF | 123,673 CHF | 99.17% | 99.17% |
03/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 302,560 CHF | 122,024 CHF | 99.17% | 99.17% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 276,710 CHF | 111,684 CHF | 99.16% | 99.16% |