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 | 0.69% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,374 CHF | 144,458 CHF | 99.19% | 99.19% |
12/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,728 CHF | 148,576 CHF | 99.27% | 99.27% |
11/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,265 CHF | 149,088 CHF | 99.23% | 99.23% |
10/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 419,593 CHF | 140,864 CHF | 99.24% | 99.24% |
09/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,927 CHF | 137,642 CHF | 99.23% | 99.23% |
08/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,996 CHF | 139,332 CHF | 99.24% | 99.24% |
05/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,549 CHF | 133,183 CHF | 99.23% | 99.23% |
04/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 390,034 CHF | 131,011 CHF | 99.23% | 99.23% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,550 CHF | 129,850 CHF | 99.23% | 99.23% |
02/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,961 CHF | 132,320 CHF | 99.24% | 99.24% |