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 | 0.53% | 1.88 CHF | 1.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 932,434 CHF | 937,434 CHF | 99.53% | 99.53% |
12/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 937,226 CHF | 942,226 CHF | 90.65% | 90.65% |
11/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 900,512 CHF | 905,512 CHF | 99.44% | 99.44% |
10/07/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 885,919 CHF | 890,919 CHF | 99.52% | 99.52% |
09/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 872,630 CHF | 877,630 CHF | 93.98% | 93.98% |
08/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 988,997 CHF | 993,997 CHF | 99.49% | 99.49% |
05/07/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,008,310 CHF | 1,013,310 CHF | 98.48% | 98.48% |
04/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,003,420 CHF | 1,008,420 CHF | 98.68% | 98.68% |
03/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 980,067 CHF | 985,067 CHF | 99.47% | 99.47% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 933,376 CHF | 938,376 CHF | 99.53% | 99.53% |