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 | 0.59% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 762,869 CHF | 255,790 CHF | 96.89% | 96.89% |
12/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 783,573 CHF | 262,691 CHF | 96.49% | 96.49% |
11/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 762,653 CHF | 255,718 CHF | 97.48% | 97.48% |
10/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 726,227 CHF | 243,576 CHF | 98.59% | 98.59% |
09/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,101 CHF | 239,867 CHF | 98.51% | 98.51% |
08/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 713,545 CHF | 239,348 CHF | 95.22% | 95.22% |
05/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 728,704 CHF | 244,401 CHF | 95.73% | 95.73% |
04/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 724,510 CHF | 243,003 CHF | 95.22% | 95.22% |
03/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 735,617 CHF | 246,706 CHF | 96.83% | 96.83% |
02/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 711,780 CHF | 238,760 CHF | 98.20% | 98.20% |