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 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 488,710 CHF | 163,903 CHF | 99.16% | 99.16% |
12/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,526 CHF | 167,509 CHF | 99.24% | 99.24% |
11/07/2024 | 0.58% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 512,131 CHF | 171,710 CHF | 90.52% | 90.52% |
10/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 503,620 CHF | 168,873 CHF | 97.49% | 97.49% |
09/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,747 CHF | 167,249 CHF | 98.68% | 98.68% |
08/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 500,620 CHF | 167,873 CHF | 98.54% | 98.54% |
05/07/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 470,594 CHF | 157,865 CHF | 92.03% | 92.03% |
04/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 474,814 CHF | 159,271 CHF | 99.05% | 99.05% |
03/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 467,292 CHF | 156,764 CHF | 95.39% | 95.39% |
02/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 458,385 CHF | 153,795 CHF | 95.13% | 95.13% |