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 | 0.63% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 712,835 CHF | 239,112 CHF | 98.73% | 98.73% |
12/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 696,084 CHF | 233,528 CHF | 98.81% | 98.81% |
11/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 697,283 CHF | 233,928 CHF | 98.84% | 98.84% |
10/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 686,722 CHF | 230,407 CHF | 98.75% | 98.75% |
09/07/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 690,918 CHF | 231,806 CHF | 98.78% | 98.78% |
08/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,848 CHF | 240,116 CHF | 98.81% | 98.81% |
05/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 715,682 CHF | 240,061 CHF | 98.74% | 98.74% |
04/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 673,419 CHF | 225,973 CHF | 98.78% | 98.78% |
03/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 663,518 CHF | 222,673 CHF | 98.82% | 98.82% |
02/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,099 CHF | 214,200 CHF | 98.72% | 98.72% |