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 | 0.91% | 1.13 CHF | 1.14 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 163,659 CHF | 55,053 CHF | 99.19% | 99.19% |
12/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 162,091 CHF | 54,530 CHF | 99.27% | 99.27% |
11/07/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 159,794 CHF | 53,765 CHF | 99.24% | 99.24% |
10/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 160,733 CHF | 54,078 CHF | 99.23% | 99.23% |
09/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 154,737 CHF | 52,079 CHF | 99.23% | 99.23% |
08/07/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 152,061 CHF | 51,187 CHF | 99.24% | 99.24% |
05/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 158,871 CHF | 53,457 CHF | 99.23% | 99.23% |
04/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 157,971 CHF | 53,157 CHF | 99.23% | 99.23% |
03/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 156,739 CHF | 52,746 CHF | 99.24% | 99.24% |
02/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 154,645 CHF | 52,049 CHF | 99.23% | 99.23% |