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 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 460,756 CHF | 463,756 CHF | 100.00% | 100.00% |
12/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 463,553 CHF | 466,553 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 300,000 | 300,000 | 299,749 | 299,749 | 466,726 CHF | 469,726 CHF | 100.00% | 100.00% |
10/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 471,377 CHF | 474,377 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300,000 | 300,000 | 299,699 | 299,699 | 470,765 CHF | 473,765 CHF | 100.00% | 100.00% |
08/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 464,771 CHF | 467,771 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 471,957 CHF | 474,957 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 478,258 CHF | 481,258 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 484,410 CHF | 487,410 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 488,676 CHF | 491,676 CHF | 100.00% | 100.00% |