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 | 0.95% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 260,728 CHF | 105,291 CHF | 99.37% | 99.37% |
12/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 270,759 CHF | 109,303 CHF | 99.38% | 99.38% |
11/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 260,450 CHF | 105,180 CHF | 99.38% | 99.38% |
10/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,508 CHF | 92,403 CHF | 99.36% | 99.36% |
09/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,591 CHF | 92,436 CHF | 99.38% | 99.38% |
08/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,405 CHF | 91,562 CHF | 99.38% | 99.38% |
05/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,478 CHF | 89,991 CHF | 99.14% | 99.14% |
04/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 214,230 CHF | 86,692 CHF | 99.38% | 99.38% |
03/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 193,065 CHF | 78,226 CHF | 99.38% | 99.38% |
02/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,535 CHF | 75,214 CHF | 99.37% | 99.37% |