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 | 0.73% | 1.38 CHF | 1.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 687,053 CHF | 138,411 CHF | 99.27% | 99.27% |
12/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 691,822 CHF | 139,364 CHF | 99.27% | 99.27% |
11/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 700,704 CHF | 141,141 CHF | 99.27% | 99.27% |
10/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 710,743 CHF | 143,149 CHF | 99.27% | 99.27% |
09/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 722,140 CHF | 145,428 CHF | 99.27% | 99.27% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 733,459 CHF | 147,692 CHF | 99.25% | 99.25% |
05/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 734,434 CHF | 147,887 CHF | 99.27% | 99.27% |
04/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 735,595 CHF | 148,119 CHF | 99.27% | 99.27% |
03/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 736,133 CHF | 148,227 CHF | 99.27% | 99.27% |
02/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 737,818 CHF | 148,564 CHF | 99.27% | 99.27% |