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 | 0.69% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,069 CHF | 144,628 CHF | 99.17% | 99.17% |
12/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 372,364 CHF | 149,946 CHF | 99.16% | 99.16% |
11/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 347,278 CHF | 139,911 CHF | 99.17% | 99.17% |
10/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 358,498 CHF | 144,399 CHF | 99.16% | 99.16% |
09/07/2024 | 0.70% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,243 CHF | 143,497 CHF | 99.17% | 99.17% |
08/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 360,899 CHF | 145,360 CHF | 99.16% | 99.16% |
05/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,580 CHF | 128,832 CHF | 99.16% | 99.16% |
04/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 294,899 CHF | 118,960 CHF | 99.17% | 99.17% |
03/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 299,262 CHF | 120,705 CHF | 99.17% | 99.17% |
02/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 325,359 CHF | 131,143 CHF | 99.17% | 99.17% |