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 | 0.54% | 1.87 CHF | 1.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 931,821 CHF | 187,364 CHF | 99.27% | 99.27% |
12/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 929,694 CHF | 186,939 CHF | 99.27% | 99.27% |
11/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 927,416 CHF | 186,483 CHF | 99.27% | 99.27% |
10/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 930,118 CHF | 187,024 CHF | 99.27% | 99.27% |
09/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 928,267 CHF | 186,653 CHF | 99.27% | 99.27% |
08/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 925,426 CHF | 186,085 CHF | 99.25% | 99.25% |
05/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 922,533 CHF | 185,507 CHF | 99.27% | 99.27% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 934,092 CHF | 187,818 CHF | 99.27% | 99.27% |
03/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 937,213 CHF | 188,443 CHF | 99.27% | 99.27% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 943,206 CHF | 189,641 CHF | 99.27% | 99.27% |