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 | 0.99% | 1.48 CHF | 1.50 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 606,093 CHF | 38,256 CHF | 99.27% | 99.27% |
12/07/2024 | 1.02% | 1.51 CHF | 1.52 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 585,956 CHF | 36,997 CHF | 99.27% | 99.27% |
11/07/2024 | 1.00% | 1.52 CHF | 1.54 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 595,402 CHF | 37,588 CHF | 99.27% | 99.27% |
10/07/2024 | 1.03% | 1.47 CHF | 1.49 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 577,976 CHF | 36,499 CHF | 99.27% | 99.27% |
09/07/2024 | 1.02% | 1.42 CHF | 1.44 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 584,313 CHF | 36,895 CHF | 99.27% | 99.27% |
08/07/2024 | 1.00% | 1.47 CHF | 1.49 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 595,053 CHF | 37,566 CHF | 99.22% | 99.22% |
05/07/2024 | 1.05% | 1.44 CHF | 1.46 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 566,123 CHF | 35,758 CHF | 99.27% | 99.27% |
04/07/2024 | 1.09% | 1.38 CHF | 1.39 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 548,018 CHF | 34,626 CHF | 99.27% | 99.27% |
03/07/2024 | 1.12% | 1.35 CHF | 1.36 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 534,988 CHF | 33,812 CHF | 99.27% | 99.27% |
02/07/2024 | 1.19% | 1.27 CHF | 1.28 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 502,322 CHF | 31,770 CHF | 99.27% | 99.27% |