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 | 0.73% | 1.40 CHF | 1.41 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 615,173 CHF | 137,705 CHF | 99.17% | 99.17% |
12/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 612,237 CHF | 137,053 CHF | 99.17% | 99.17% |
11/07/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 625,641 CHF | 140,031 CHF | 99.16% | 99.16% |
10/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 669,929 CHF | 149,873 CHF | 99.16% | 99.16% |
09/07/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 647,396 CHF | 144,866 CHF | 99.17% | 99.17% |
08/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 683,531 CHF | 152,896 CHF | 99.15% | 99.15% |
05/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 684,813 CHF | 153,181 CHF | 99.16% | 99.16% |
04/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 697,123 CHF | 155,916 CHF | 99.17% | 99.17% |
03/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 707,355 CHF | 158,190 CHF | 99.17% | 99.17% |
02/07/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 784,754 CHF | 175,390 CHF | 99.16% | 99.16% |