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 | 0.64% | 1.57 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 939,296 CHF | 315,099 CHF | 98.69% | 98.69% |
12/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 930,127 CHF | 312,042 CHF | 98.82% | 98.82% |
11/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 935,684 CHF | 313,895 CHF | 98.82% | 98.82% |
10/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 932,931 CHF | 312,977 CHF | 98.75% | 98.75% |
09/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 931,992 CHF | 312,664 CHF | 98.76% | 98.76% |
08/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 925,670 CHF | 310,557 CHF | 98.76% | 98.76% |
05/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 910,937 CHF | 305,646 CHF | 98.80% | 98.80% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 911,077 CHF | 305,692 CHF | 98.74% | 98.74% |
03/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 905,845 CHF | 303,948 CHF | 98.84% | 98.84% |
02/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 926,556 CHF | 310,852 CHF | 98.71% | 98.71% |