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 | 0.57% | 1.76 CHF | 1.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 433,915 CHF | 174,566 CHF | 99.17% | 99.17% |
12/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 446,814 CHF | 179,726 CHF | 99.17% | 99.17% |
11/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 422,098 CHF | 169,839 CHF | 99.16% | 99.16% |
10/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 432,818 CHF | 174,127 CHF | 99.16% | 99.16% |
09/07/2024 | 0.58% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 430,557 CHF | 173,223 CHF | 99.16% | 99.16% |
08/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 435,514 CHF | 175,206 CHF | 99.15% | 99.15% |
05/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 393,956 CHF | 158,582 CHF | 99.15% | 99.15% |
04/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 369,268 CHF | 148,707 CHF | 99.17% | 99.17% |
03/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 373,794 CHF | 150,518 CHF | 99.17% | 99.17% |
02/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 399,636 CHF | 160,854 CHF | 99.16% | 99.16% |