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% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 851,521 CHF | 285,340 CHF | 99.16% | 99.16% |
12/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 857,985 CHF | 287,495 CHF | 99.24% | 99.24% |
11/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 852,737 CHF | 285,746 CHF | 99.23% | 99.23% |
10/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 851,281 CHF | 285,260 CHF | 99.24% | 99.24% |
09/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 850,960 CHF | 285,153 CHF | 99.24% | 99.24% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 857,215 CHF | 287,238 CHF | 99.23% | 99.23% |
05/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 897,238 CHF | 300,579 CHF | 99.23% | 99.23% |
04/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 905,574 CHF | 303,358 CHF | 99.23% | 99.23% |
03/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 879,032 CHF | 294,511 CHF | 99.23% | 99.23% |
02/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 893,368 CHF | 299,289 CHF | 99.23% | 99.23% |