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% | 1.34 CHF | 1.35 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 545,472 CHF | 34,467 CHF | 99.27% | 99.27% |
12/07/2024 | 1.13% | 1.36 CHF | 1.37 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 529,930 CHF | 33,496 CHF | 99.27% | 99.27% |
11/07/2024 | 1.12% | 1.36 CHF | 1.37 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 532,597 CHF | 33,662 CHF | 99.27% | 99.27% |
10/07/2024 | 1.15% | 1.32 CHF | 1.33 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 518,193 CHF | 32,762 CHF | 99.27% | 99.27% |
09/07/2024 | 1.14% | 1.28 CHF | 1.29 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 524,127 CHF | 33,133 CHF | 99.27% | 99.27% |
08/07/2024 | 1.12% | 1.32 CHF | 1.34 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 533,623 CHF | 33,726 CHF | 99.22% | 99.22% |
05/07/2024 | 1.17% | 1.30 CHF | 1.31 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 510,268 CHF | 32,267 CHF | 99.27% | 99.27% |
04/07/2024 | 1.20% | 1.25 CHF | 1.26 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 496,106 CHF | 31,382 CHF | 99.27% | 99.27% |
03/07/2024 | 1.23% | 1.22 CHF | 1.24 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 486,664 CHF | 30,792 CHF | 99.27% | 99.27% |
02/07/2024 | 1.29% | 1.17 CHF | 1.18 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 462,193 CHF | 29,262 CHF | 99.27% | 99.27% |