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 | 0.85% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 700,196 CHF | 235,399 CHF | 98.68% | 98.68% |
12/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 691,042 CHF | 232,347 CHF | 98.81% | 98.81% |
11/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 696,916 CHF | 234,305 CHF | 98.85% | 98.85% |
10/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 694,592 CHF | 233,531 CHF | 98.75% | 98.75% |
09/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 694,035 CHF | 233,345 CHF | 98.77% | 98.77% |
08/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 687,643 CHF | 231,214 CHF | 98.74% | 98.74% |
05/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 672,473 CHF | 226,158 CHF | 98.77% | 98.77% |
04/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 672,737 CHF | 226,246 CHF | 98.74% | 98.74% |
03/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 667,452 CHF | 224,484 CHF | 98.83% | 98.83% |
02/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 689,052 CHF | 231,684 CHF | 98.71% | 98.71% |