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 | 0.52% | 1.86 CHF | 1.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 482,522 CHF | 194,009 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 492,559 CHF | 198,024 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 482,127 CHF | 193,851 CHF | 99.38% | 99.38% |
10/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 449,980 CHF | 180,992 CHF | 99.36% | 99.36% |
09/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 450,121 CHF | 181,048 CHF | 99.38% | 99.38% |
08/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,776 CHF | 180,110 CHF | 99.38% | 99.38% |
05/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 443,735 CHF | 178,494 CHF | 99.14% | 99.14% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 435,592 CHF | 175,237 CHF | 99.38% | 99.38% |
03/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 414,419 CHF | 166,768 CHF | 99.38% | 99.38% |
02/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 406,929 CHF | 163,772 CHF | 99.38% | 99.38% |