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 | 1.99% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 124,641 CHF | 127,141 CHF | 99.48% | 99.53% |
12/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 122,863 CHF | 125,363 CHF | 99.55% | 99.55% |
11/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 124,607 CHF | 127,107 CHF | 99.50% | 99.50% |
10/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 125,157 CHF | 127,657 CHF | 99.51% | 99.51% |
09/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 126,852 CHF | 129,352 CHF | 99.52% | 99.52% |
08/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 121,990 CHF | 124,490 CHF | 99.51% | 99.51% |
05/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 124,005 CHF | 126,505 CHF | 99.50% | 99.55% |
04/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 125,182 CHF | 127,682 CHF | 99.53% | 99.53% |
03/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 128,743 CHF | 131,243 CHF | 99.53% | 99.53% |
02/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 130,641 CHF | 133,141 CHF | 99.55% | 99.55% |