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 | 1.30% | 0.76 CHF | 0.77 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 191,400 CHF | 38,780 CHF | 95.92% | 95.92% |
12/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 182,059 CHF | 36,912 CHF | 99.38% | 99.38% |
11/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 174,790 CHF | 35,458 CHF | 99.38% | 99.38% |
10/07/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 176,866 CHF | 35,873 CHF | 99.37% | 99.37% |
09/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 181,213 CHF | 36,743 CHF | 99.38% | 99.38% |
08/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 190,136 CHF | 38,527 CHF | 99.38% | 99.38% |
05/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 183,018 CHF | 37,104 CHF | 99.38% | 99.38% |
04/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 178,999 CHF | 36,300 CHF | 98.59% | 98.59% |
03/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 177,429 CHF | 35,986 CHF | 99.37% | 99.37% |
02/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 250,000 | 50,000 | 250,000 | 50,000 | 183,653 CHF | 37,231 CHF | 99.38% | 99.38% |