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 | 0.53% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 469,032 CHF | 188,613 CHF | 99.37% | 99.37% |
12/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 468,534 CHF | 188,414 CHF | 99.38% | 99.38% |
11/07/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 451,839 CHF | 181,736 CHF | 99.37% | 99.37% |
10/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 439,920 CHF | 176,968 CHF | 99.36% | 99.36% |
09/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 459,486 CHF | 184,794 CHF | 99.38% | 99.38% |
08/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 458,602 CHF | 184,441 CHF | 99.37% | 99.37% |
05/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 455,295 CHF | 183,118 CHF | 99.14% | 99.14% |
04/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 454,949 CHF | 182,979 CHF | 99.38% | 99.38% |
03/07/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 454,328 CHF | 182,731 CHF | 99.38% | 99.38% |
02/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 438,132 CHF | 176,253 CHF | 99.38% | 99.38% |