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 | 0.83% | 1.20 CHF | 1.21 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 298,798 CHF | 90,390 CHF | 97.49% | 97.49% |
12/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 297,826 CHF | 90,098 CHF | 99.42% | 99.42% |
11/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 308,257 CHF | 93,227 CHF | 99.23% | 99.23% |
10/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 321,974 CHF | 97,342 CHF | 98.31% | 98.31% |
09/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 319,113 CHF | 96,484 CHF | 97.74% | 97.74% |
08/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 307,658 CHF | 93,048 CHF | 97.87% | 97.87% |
05/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 310,100 CHF | 93,780 CHF | 98.87% | 98.87% |
04/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 309,801 CHF | 93,690 CHF | 99.41% | 99.41% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 316,578 CHF | 95,724 CHF | 97.58% | 97.58% |
02/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 315,006 CHF | 95,252 CHF | 97.69% | 97.69% |