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 | 1.33% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 187,401 CHF | 75,960 CHF | 99.17% | 99.17% |
12/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,849 CHF | 75,340 CHF | 99.17% | 99.17% |
11/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,612 CHF | 74,845 CHF | 99.16% | 99.16% |
10/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,521 CHF | 74,809 CHF | 99.16% | 99.16% |
09/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,481 CHF | 73,192 CHF | 99.17% | 99.17% |
08/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 176,547 CHF | 71,619 CHF | 99.16% | 99.16% |
05/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 177,125 CHF | 71,850 CHF | 99.16% | 99.16% |
04/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 179,911 CHF | 72,964 CHF | 99.17% | 99.17% |
03/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,467 CHF | 75,187 CHF | 99.16% | 99.16% |
02/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 193,598 CHF | 78,439 CHF | 99.17% | 99.17% |