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 | 0.81% | 1.24 CHF | 1.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 611,099 CHF | 616,099 CHF | 99.53% | 99.53% |
12/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 616,267 CHF | 621,267 CHF | 90.65% | 90.65% |
11/07/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 580,029 CHF | 585,029 CHF | 99.44% | 99.44% |
10/07/2024 | 0.88% | 1.20 CHF | 1.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 566,101 CHF | 571,101 CHF | 99.52% | 99.52% |
09/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 552,986 CHF | 557,986 CHF | 93.98% | 93.98% |
08/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 669,650 CHF | 674,650 CHF | 99.53% | 99.53% |
05/07/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 688,614 CHF | 693,614 CHF | 98.47% | 98.47% |
04/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 683,796 CHF | 688,796 CHF | 98.68% | 98.68% |
03/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 660,578 CHF | 665,578 CHF | 99.48% | 99.48% |
02/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 614,841 CHF | 619,841 CHF | 99.53% | 99.53% |