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 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 291,050 CHF | 293,050 CHF | 99.52% | 99.52% |
12/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,066 CHF | 295,066 CHF | 90.64% | 90.64% |
11/07/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 278,505 CHF | 280,505 CHF | 99.38% | 99.38% |
10/07/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 272,849 CHF | 274,849 CHF | 99.52% | 99.52% |
09/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 267,578 CHF | 269,578 CHF | 93.98% | 93.98% |
08/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 314,202 CHF | 316,202 CHF | 99.57% | 99.57% |
05/07/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 321,839 CHF | 323,839 CHF | 98.48% | 98.48% |
04/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 319,905 CHF | 321,905 CHF | 98.67% | 98.67% |
03/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,601 CHF | 312,601 CHF | 99.48% | 99.48% |
02/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,172 CHF | 294,172 CHF | 99.51% | 99.51% |