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 | 1.25% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 199,547 CHF | 80,819 CHF | 99.38% | 99.38% |
12/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 195,710 CHF | 79,284 CHF | 99.37% | 99.37% |
11/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,579 CHF | 77,632 CHF | 99.37% | 99.37% |
10/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 188,474 CHF | 76,390 CHF | 99.38% | 99.38% |
09/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 182,157 CHF | 73,863 CHF | 99.38% | 99.38% |
08/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 186,729 CHF | 75,692 CHF | 99.36% | 99.36% |
05/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,728 CHF | 77,691 CHF | 99.36% | 99.36% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 190,632 CHF | 77,253 CHF | 99.17% | 99.17% |
03/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,670 CHF | 75,268 CHF | 99.17% | 99.17% |
02/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 166,593 CHF | 67,637 CHF | 99.16% | 99.16% |