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 | 745,429 CHF | 150,086 CHF | 99.27% | 99.27% |
12/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 750,924 CHF | 151,185 CHF | 99.27% | 99.27% |
11/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 760,278 CHF | 153,056 CHF | 99.27% | 99.27% |
10/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 769,951 CHF | 154,990 CHF | 99.27% | 99.27% |
09/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 781,002 CHF | 157,200 CHF | 99.27% | 99.27% |
08/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 793,002 CHF | 159,600 CHF | 99.25% | 99.25% |
05/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 790,995 CHF | 159,199 CHF | 99.27% | 99.27% |
04/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 795,294 CHF | 160,059 CHF | 99.27% | 99.27% |
03/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 795,059 CHF | 160,012 CHF | 99.27% | 99.27% |
02/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 795,399 CHF | 160,080 CHF | 99.27% | 99.27% |