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 | 0.57% | 1.76 CHF | 1.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 880,398 CHF | 177,080 CHF | 99.27% | 99.27% |
12/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 889,130 CHF | 178,826 CHF | 99.27% | 99.27% |
11/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 889,366 CHF | 178,873 CHF | 99.27% | 99.27% |
10/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 891,776 CHF | 179,355 CHF | 99.27% | 99.27% |
09/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 896,874 CHF | 180,375 CHF | 99.27% | 99.27% |
08/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 896,211 CHF | 180,242 CHF | 99.25% | 99.25% |
05/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 900,541 CHF | 181,108 CHF | 99.27% | 99.27% |
04/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 905,668 CHF | 182,134 CHF | 99.27% | 99.27% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 905,944 CHF | 182,189 CHF | 99.27% | 99.27% |
02/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 914,312 CHF | 183,862 CHF | 99.27% | 99.27% |