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 | 1.18% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 209,894 CHF | 84,958 CHF | 99.17% | 99.17% |
12/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 197,636 CHF | 80,054 CHF | 99.17% | 99.17% |
11/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,902 CHF | 90,161 CHF | 99.16% | 99.16% |
10/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 212,623 CHF | 86,049 CHF | 99.17% | 99.17% |
09/07/2024 | 1.16% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 214,888 CHF | 86,955 CHF | 99.17% | 99.17% |
08/07/2024 | 1.18% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 210,339 CHF | 85,136 CHF | 99.15% | 99.15% |
05/07/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 252,841 CHF | 102,136 CHF | 99.15% | 99.15% |
04/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 277,601 CHF | 112,040 CHF | 99.17% | 99.17% |
03/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 273,706 CHF | 110,482 CHF | 99.17% | 99.17% |
02/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 247,864 CHF | 100,146 CHF | 99.16% | 99.16% |