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 | 1.16% | 0.94 CHF | 0.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 215,208 CHF | 217,708 CHF | 99.64% | 99.64% |
12/07/2024 | 1.06% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 236,153 CHF | 238,653 CHF | 98.66% | 98.66% |
11/07/2024 | 0.86% | 1.02 CHF | 1.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 291,327 CHF | 293,827 CHF | 95.40% | 95.40% |
10/07/2024 | 0.73% | 1.25 CHF | 1.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 339,642 CHF | 342,142 CHF | 99.61% | 99.61% |
09/07/2024 | 0.76% | 1.53 CHF | 1.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 329,353 CHF | 331,853 CHF | 99.41% | 99.41% |
08/07/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 259,209 CHF | 261,709 CHF | 99.69% | 99.69% |
05/07/2024 | 1.00% | 1.16 CHF | 1.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 249,304 CHF | 251,804 CHF | 98.53% | 98.53% |
04/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 301,392 CHF | 303,892 CHF | 99.14% | 99.14% |
03/07/2024 | 0.72% | 1.28 CHF | 1.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 344,968 CHF | 347,468 CHF | 99.14% | 99.15% |
02/07/2024 | 0.58% | 1.64 CHF | 1.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 426,689 CHF | 429,189 CHF | 99.64% | 99.64% |