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 | 1.09% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,679 CHF | 92,472 CHF | 99.17% | 99.17% |
12/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,475 CHF | 91,590 CHF | 99.17% | 99.17% |
11/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 230,034 CHF | 93,014 CHF | 99.17% | 99.17% |
10/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 236,900 CHF | 95,760 CHF | 99.17% | 99.17% |
09/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 254,664 CHF | 102,866 CHF | 99.17% | 99.17% |
08/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 262,062 CHF | 105,825 CHF | 99.16% | 99.16% |
05/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 263,824 CHF | 106,530 CHF | 99.16% | 99.16% |
04/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 266,998 CHF | 107,799 CHF | 99.17% | 99.17% |
03/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 274,311 CHF | 110,724 CHF | 99.17% | 99.17% |
02/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 277,059 CHF | 111,824 CHF | 99.16% | 99.16% |