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 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,016,120 CHF | 425,883 CHF | 91.68% | 91.68% |
12/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,024,920 CHF | 429,552 CHF | 97.68% | 97.68% |
11/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,012,520 CHF | 424,382 CHF | 95.50% | 95.50% |
10/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,009,560 CHF | 423,151 CHF | 94.66% | 94.66% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 997,640 CHF | 418,183 CHF | 96.83% | 96.83% |
08/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,026,590 CHF | 430,246 CHF | 94.18% | 94.18% |
05/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,020,200 CHF | 427,584 CHF | 92.34% | 92.34% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,011,590 CHF | 423,994 CHF | 87.63% | 87.63% |
03/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 994,358 CHF | 416,816 CHF | 94.41% | 94.41% |
02/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 978,570 CHF | 410,237 CHF | 95.72% | 95.72% |