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 | 0.91% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 272,292 CHF | 109,917 CHF | 99.17% | 99.17% |
12/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 270,014 CHF | 109,006 CHF | 99.17% | 99.17% |
11/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 273,845 CHF | 110,538 CHF | 99.16% | 99.16% |
10/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 280,501 CHF | 113,200 CHF | 99.16% | 99.16% |
09/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 298,615 CHF | 120,446 CHF | 99.17% | 99.17% |
08/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 305,523 CHF | 123,209 CHF | 99.15% | 99.15% |
05/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 308,248 CHF | 124,299 CHF | 99.16% | 99.16% |
04/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,501 CHF | 125,200 CHF | 99.17% | 99.17% |
03/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 317,911 CHF | 128,164 CHF | 99.17% | 99.17% |
02/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,650 CHF | 128,860 CHF | 99.16% | 99.16% |