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 | 0.58% | 1.74 CHF | 1.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 860,005 CHF | 865,005 CHF | 99.53% | 99.53% |
12/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 864,889 CHF | 869,889 CHF | 90.65% | 90.65% |
11/07/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 828,264 CHF | 833,264 CHF | 99.43% | 99.43% |
10/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 813,831 CHF | 818,831 CHF | 99.52% | 99.52% |
09/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 800,584 CHF | 805,584 CHF | 93.98% | 93.98% |
08/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 917,018 CHF | 922,018 CHF | 99.53% | 99.53% |
05/07/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 936,252 CHF | 941,252 CHF | 98.48% | 98.48% |
04/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 931,385 CHF | 936,385 CHF | 98.68% | 98.68% |
03/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 908,060 CHF | 913,060 CHF | 99.48% | 99.48% |
02/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 861,584 CHF | 866,584 CHF | 99.55% | 99.55% |