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 | 0.62% | 1.61 CHF | 1.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 797,568 CHF | 802,568 CHF | 99.52% | 99.52% |
12/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 802,516 CHF | 807,516 CHF | 90.65% | 90.65% |
11/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 765,979 CHF | 770,979 CHF | 99.28% | 99.28% |
10/07/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 751,689 CHF | 756,689 CHF | 99.52% | 99.52% |
09/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 738,473 CHF | 743,473 CHF | 93.98% | 93.98% |
08/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 854,967 CHF | 859,967 CHF | 99.58% | 99.58% |
05/07/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 874,138 CHF | 879,138 CHF | 98.48% | 98.48% |
04/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 869,283 CHF | 874,283 CHF | 98.68% | 98.68% |
03/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 845,983 CHF | 850,983 CHF | 99.48% | 99.48% |
02/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 799,694 CHF | 804,694 CHF | 99.55% | 99.55% |