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 | 0.53% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 466,581 CHF | 187,632 CHF | 99.17% | 99.17% |
12/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 454,467 CHF | 182,787 CHF | 99.16% | 99.16% |
11/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 479,672 CHF | 192,869 CHF | 99.16% | 99.16% |
10/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 469,002 CHF | 188,601 CHF | 99.17% | 99.17% |
09/07/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 471,257 CHF | 189,503 CHF | 99.17% | 99.17% |
08/07/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 466,601 CHF | 187,640 CHF | 99.15% | 99.15% |
05/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 509,168 CHF | 204,667 CHF | 99.16% | 99.16% |
04/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 534,182 CHF | 214,673 CHF | 99.17% | 99.17% |
03/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 529,899 CHF | 212,960 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 504,022 CHF | 202,609 CHF | 99.16% | 99.16% |