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 | 1.02% | 0.97 CHF | 0.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 145,767 CHF | 49,089 CHF | 99.17% | 99.17% |
12/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 146,900 CHF | 49,467 CHF | 99.17% | 99.17% |
11/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 143,723 CHF | 48,408 CHF | 99.16% | 99.16% |
10/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 140,456 CHF | 47,319 CHF | 99.17% | 99.17% |
09/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 131,159 CHF | 44,220 CHF | 99.17% | 99.17% |
08/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 129,490 CHF | 43,663 CHF | 99.15% | 99.15% |
05/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 130,389 CHF | 43,963 CHF | 99.15% | 99.15% |
04/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 128,726 CHF | 43,409 CHF | 99.17% | 99.17% |
03/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 124,970 CHF | 42,157 CHF | 99.15% | 99.15% |
02/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 120,808 CHF | 40,769 CHF | 99.17% | 99.17% |