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 | 1.41% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,764 CHF | 71,306 CHF | 99.17% | 99.17% |
12/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,807 CHF | 70,523 CHF | 99.17% | 99.17% |
11/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 171,687 CHF | 69,675 CHF | 99.17% | 99.17% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 171,532 CHF | 69,613 CHF | 99.17% | 99.17% |
09/07/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 165,234 CHF | 67,094 CHF | 99.17% | 99.17% |
08/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,772 CHF | 64,909 CHF | 99.15% | 99.15% |
05/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,963 CHF | 64,985 CHF | 99.16% | 99.16% |
04/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 163,979 CHF | 66,592 CHF | 99.17% | 99.17% |
03/07/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,213 CHF | 70,285 CHF | 99.17% | 99.17% |
02/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,754 CHF | 74,902 CHF | 99.16% | 99.16% |