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 | 0.55% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 814,390 CHF | 272,963 CHF | 99.19% | 99.19% |
12/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 814,678 CHF | 273,059 CHF | 99.27% | 99.27% |
11/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 804,697 CHF | 269,732 CHF | 98.66% | 98.66% |
10/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 789,174 CHF | 264,558 CHF | 99.23% | 99.23% |
09/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 778,455 CHF | 260,985 CHF | 99.24% | 99.24% |
08/07/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 842,442 CHF | 282,314 CHF | 99.23% | 99.23% |
05/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 852,036 CHF | 285,512 CHF | 99.23% | 99.23% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 864,569 CHF | 289,690 CHF | 99.23% | 99.23% |
03/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 826,453 CHF | 276,984 CHF | 99.23% | 99.23% |
02/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 770,730 CHF | 258,410 CHF | 99.24% | 99.24% |