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 | 0.57% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 433,918 CHF | 174,567 CHF | 99.37% | 99.37% |
12/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 429,699 CHF | 172,880 CHF | 99.38% | 99.38% |
11/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,857 CHF | 166,543 CHF | 99.37% | 99.37% |
10/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 409,759 CHF | 164,904 CHF | 99.36% | 99.36% |
09/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 415,348 CHF | 167,139 CHF | 99.38% | 99.38% |
08/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 417,391 CHF | 167,956 CHF | 99.38% | 99.38% |
05/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 423,160 CHF | 170,264 CHF | 99.14% | 99.14% |
04/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,499 CHF | 166,400 CHF | 99.38% | 99.38% |
03/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 411,664 CHF | 165,666 CHF | 99.37% | 99.37% |
02/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 399,550 CHF | 160,820 CHF | 99.37% | 99.37% |