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 | 0.68% | 1.45 CHF | 1.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 735,134 CHF | 148,027 CHF | 99.27% | 99.27% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 742,169 CHF | 149,434 CHF | 99.27% | 99.27% |
11/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 751,712 CHF | 151,342 CHF | 99.27% | 99.27% |
10/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 733,006 CHF | 147,601 CHF | 99.27% | 99.27% |
09/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 716,688 CHF | 144,338 CHF | 99.27% | 99.27% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 732,356 CHF | 147,471 CHF | 99.25% | 99.25% |
05/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 722,040 CHF | 145,408 CHF | 99.27% | 99.27% |
04/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 716,344 CHF | 144,269 CHF | 99.27% | 99.27% |
03/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 693,706 CHF | 139,741 CHF | 99.27% | 99.27% |
02/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 694,047 CHF | 139,809 CHF | 99.27% | 99.27% |