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 | 1.51% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,260 CHF | 66,704 CHF | 99.38% | 99.38% |
12/07/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,231 CHF | 65,092 CHF | 99.38% | 99.38% |
11/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,288 CHF | 63,515 CHF | 99.38% | 99.38% |
10/07/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 152,995 CHF | 62,198 CHF | 99.37% | 99.37% |
09/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 146,800 CHF | 59,720 CHF | 99.38% | 99.38% |
08/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 151,375 CHF | 61,550 CHF | 99.35% | 99.35% |
05/07/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,308 CHF | 63,523 CHF | 99.36% | 99.36% |
04/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,241 CHF | 63,096 CHF | 99.17% | 99.17% |
03/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 150,348 CHF | 61,139 CHF | 99.17% | 99.17% |
02/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 131,393 CHF | 53,557 CHF | 99.16% | 99.16% |