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 | 0.67% | 1.50 CHF | 1.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 748,399 CHF | 150,680 CHF | 99.27% | 99.27% |
12/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 758,220 CHF | 152,644 CHF | 99.27% | 99.27% |
11/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 757,901 CHF | 152,580 CHF | 99.27% | 99.27% |
10/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 760,153 CHF | 153,031 CHF | 99.27% | 99.27% |
09/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 765,896 CHF | 154,179 CHF | 99.27% | 99.27% |
08/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 764,767 CHF | 153,953 CHF | 99.25% | 99.25% |
05/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 767,586 CHF | 154,517 CHF | 99.27% | 99.27% |
04/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 773,219 CHF | 155,644 CHF | 99.27% | 99.27% |
03/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 773,956 CHF | 155,791 CHF | 99.27% | 99.27% |
02/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 782,911 CHF | 157,582 CHF | 99.27% | 99.27% |