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 | 0.61% | 1.61 CHF | 1.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 494,432 CHF | 165,811 CHF | 99.42% | 99.42% |
12/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 533,067 CHF | 178,689 CHF | 99.42% | 99.42% |
11/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 488,561 CHF | 163,854 CHF | 98.06% | 98.06% |
10/07/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 447,646 CHF | 150,215 CHF | 98.90% | 98.90% |
09/07/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 449,441 CHF | 150,814 CHF | 99.42% | 99.42% |
08/07/2024 | 0.61% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 299,982 | 100,000 | 493,237 CHF | 165,421 CHF | 99.41% | 99.41% |
05/07/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 533,062 CHF | 178,687 CHF | 99.14% | 99.14% |
04/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 526,819 CHF | 176,606 CHF | 99.39% | 99.39% |
03/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 526,728 CHF | 176,576 CHF | 99.42% | 99.42% |
02/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 492,904 CHF | 165,301 CHF | 99.31% | 99.31% |