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% | 1.61 CHF | 1.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 812,737 CHF | 163,547 CHF | 99.27% | 99.27% |
12/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 794,684 CHF | 159,937 CHF | 99.27% | 99.27% |
11/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 796,712 CHF | 160,342 CHF | 99.27% | 99.27% |
10/07/2024 | 0.60% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 829,717 CHF | 166,943 CHF | 99.27% | 99.27% |
09/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 851,237 CHF | 171,247 CHF | 99.27% | 99.27% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 841,645 CHF | 169,329 CHF | 99.25% | 99.25% |
05/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 854,710 CHF | 171,942 CHF | 99.27% | 99.27% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 871,600 CHF | 175,320 CHF | 99.27% | 99.27% |
03/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 873,432 CHF | 175,686 CHF | 99.27% | 99.27% |
02/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 870,746 CHF | 175,149 CHF | 99.27% | 99.27% |