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% | 1.72 CHF | 1.73 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 760,109 CHF | 169,913 CHF | 99.17% | 99.17% |
12/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 757,216 CHF | 169,270 CHF | 99.17% | 99.17% |
11/07/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 771,079 CHF | 172,351 CHF | 99.16% | 99.16% |
10/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 814,894 CHF | 182,087 CHF | 99.16% | 99.16% |
09/07/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 793,089 CHF | 177,242 CHF | 99.17% | 99.17% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 828,310 CHF | 185,069 CHF | 99.15% | 99.15% |
05/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 830,452 CHF | 185,545 CHF | 99.16% | 99.16% |
04/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 842,643 CHF | 188,254 CHF | 99.17% | 99.17% |
03/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 852,419 CHF | 190,426 CHF | 99.16% | 99.16% |
02/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 930,094 CHF | 207,687 CHF | 99.17% | 99.17% |