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 | 1.74% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 142,303 CHF | 57,921 CHF | 99.17% | 99.17% |
12/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 144,392 CHF | 58,757 CHF | 99.16% | 99.16% |
11/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 143,188 CHF | 58,275 CHF | 99.17% | 99.17% |
10/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,992 CHF | 57,397 CHF | 99.16% | 99.16% |
09/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,133 CHF | 55,053 CHF | 99.17% | 99.17% |
08/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 135,344 CHF | 55,137 CHF | 99.16% | 99.16% |
05/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 249,989 | 100,000 | 137,680 CHF | 56,075 CHF | 99.16% | 99.16% |
04/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 136,704 CHF | 55,682 CHF | 99.17% | 99.17% |
03/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 132,521 CHF | 54,009 CHF | 99.17% | 99.17% |
02/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 125,130 CHF | 51,052 CHF | 99.16% | 99.16% |