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 | 1.34% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,897 CHF | 75,359 CHF | 99.17% | 99.17% |
12/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 182,514 CHF | 74,006 CHF | 99.16% | 99.16% |
11/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 186,545 CHF | 75,618 CHF | 99.17% | 99.17% |
10/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 193,176 CHF | 78,270 CHF | 99.16% | 99.16% |
09/07/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 211,204 CHF | 85,481 CHF | 99.17% | 99.17% |
08/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 218,111 CHF | 88,244 CHF | 99.15% | 99.15% |
05/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 221,237 CHF | 89,495 CHF | 99.16% | 99.16% |
04/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 224,307 CHF | 90,723 CHF | 99.17% | 99.17% |
03/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 231,630 CHF | 93,652 CHF | 99.17% | 99.17% |
02/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 233,230 CHF | 94,292 CHF | 99.16% | 99.16% |