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 | 1.19% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,127 CHF | 84,251 CHF | 99.17% | 99.17% |
12/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 207,559 CHF | 84,024 CHF | 99.17% | 99.17% |
11/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,530 CHF | 83,212 CHF | 99.17% | 99.17% |
10/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 205,454 CHF | 83,181 CHF | 99.16% | 99.16% |
09/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 201,381 CHF | 81,552 CHF | 99.17% | 99.17% |
08/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,755 CHF | 80,102 CHF | 99.15% | 99.15% |
05/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,651 CHF | 80,061 CHF | 99.16% | 99.16% |
04/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 200,218 CHF | 81,087 CHF | 99.17% | 99.17% |
03/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 206,532 CHF | 83,613 CHF | 99.17% | 99.17% |
02/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 214,228 CHF | 86,691 CHF | 99.16% | 99.16% |