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 | 0.75% | 1.33 CHF | 1.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 793,183 CHF | 266,394 CHF | 92.95% | 92.95% |
12/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 817,256 CHF | 274,419 CHF | 94.14% | 94.14% |
11/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 847,132 CHF | 284,377 CHF | 91.29% | 91.29% |
10/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 866,943 CHF | 290,981 CHF | 87.22% | 87.22% |
09/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 873,577 CHF | 293,192 CHF | 85.57% | 85.57% |
08/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 857,654 CHF | 287,884 CHF | 85.26% | 85.26% |
05/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 856,112 CHF | 287,371 CHF | 90.46% | 90.46% |
04/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 876,904 CHF | 294,301 CHF | 78.08% | 78.08% |
03/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 875,452 CHF | 293,817 CHF | 92.35% | 92.35% |
02/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 893,287 CHF | 299,762 CHF | 96.41% | 96.41% |