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 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 532,128 CHF | 178,376 CHF | 99.16% | 99.16% |
12/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 524,715 CHF | 175,905 CHF | 85.85% | 85.85% |
11/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 517,222 CHF | 173,407 CHF | 99.23% | 99.23% |
10/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,577 CHF | 155,859 CHF | 99.24% | 99.24% |
09/07/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 483,424 CHF | 162,141 CHF | 99.24% | 99.24% |
08/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 486,387 CHF | 163,129 CHF | 99.23% | 99.23% |
05/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,171 CHF | 167,390 CHF | 93.18% | 93.18% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 507,343 CHF | 170,114 CHF | 97.32% | 97.32% |
03/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 496,056 CHF | 166,352 CHF | 99.23% | 99.23% |
02/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 485,883 CHF | 162,961 CHF | 97.30% | 97.30% |