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 | 0.78% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 765,236 CHF | 257,079 CHF | 99.17% | 99.17% |
12/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 744,559 CHF | 250,186 CHF | 95.50% | 95.50% |
11/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 775,575 CHF | 260,525 CHF | 98.06% | 98.06% |
10/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 796,658 CHF | 267,552 CHF | 99.24% | 99.24% |
09/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 810,645 CHF | 272,215 CHF | 97.60% | 97.60% |
08/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 816,597 CHF | 274,199 CHF | 98.46% | 98.46% |
05/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 806,726 CHF | 270,909 CHF | 99.17% | 99.17% |
04/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 803,722 CHF | 269,907 CHF | 98.56% | 98.56% |
03/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 813,350 CHF | 273,117 CHF | 99.11% | 99.11% |
02/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 837,275 CHF | 281,092 CHF | 99.24% | 99.24% |