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 | 0.87% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 284,686 CHF | 114,874 CHF | 99.17% | 99.17% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 297,929 CHF | 120,172 CHF | 99.17% | 99.17% |
11/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 272,828 CHF | 110,131 CHF | 99.16% | 99.16% |
10/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 283,772 CHF | 114,509 CHF | 99.17% | 99.17% |
09/07/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 281,810 CHF | 113,724 CHF | 99.17% | 99.17% |
08/07/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 286,426 CHF | 115,570 CHF | 99.15% | 99.15% |
05/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 244,683 CHF | 98,873 CHF | 99.16% | 99.16% |
04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 220,691 CHF | 89,277 CHF | 99.17% | 99.17% |
03/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 224,940 CHF | 90,976 CHF | 99.17% | 99.17% |
02/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,790 CHF | 101,316 CHF | 99.16% | 99.16% |