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 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,750 CHF | 195,583 CHF | 99.16% | 99.16% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 576,316 CHF | 193,105 CHF | 85.86% | 85.86% |
11/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 569,229 CHF | 190,743 CHF | 99.23% | 99.23% |
10/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,530 CHF | 173,177 CHF | 99.24% | 99.24% |
09/07/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 535,135 CHF | 179,378 CHF | 99.24% | 99.24% |
08/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,152 CHF | 180,384 CHF | 99.24% | 99.24% |
05/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 551,238 CHF | 184,746 CHF | 93.18% | 93.18% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 559,396 CHF | 187,465 CHF | 97.32% | 97.32% |
03/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 548,038 CHF | 183,679 CHF | 99.23% | 99.23% |
02/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,065 CHF | 180,355 CHF | 97.30% | 97.30% |