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 | 0.83% | 1.20 CHF | 1.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 596,841 CHF | 120,368 CHF | 99.27% | 99.27% |
12/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 591,364 CHF | 119,273 CHF | 99.27% | 99.27% |
11/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 600,031 CHF | 121,006 CHF | 99.27% | 99.27% |
10/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 615,685 CHF | 124,137 CHF | 99.27% | 99.27% |
09/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 628,728 CHF | 126,746 CHF | 99.27% | 99.27% |
08/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 616,435 CHF | 124,287 CHF | 99.25% | 99.25% |
05/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 610,492 CHF | 123,098 CHF | 99.27% | 99.27% |
04/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 610,298 CHF | 123,060 CHF | 99.27% | 99.27% |
03/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 618,635 CHF | 124,727 CHF | 99.27% | 99.27% |
02/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 630,800 CHF | 127,160 CHF | 99.27% | 99.27% |