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 | 0.73% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 686,685 CHF | 691,685 CHF | 99.53% | 99.53% |
12/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 691,753 CHF | 696,753 CHF | 90.65% | 90.65% |
11/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 655,389 CHF | 660,389 CHF | 99.31% | 99.31% |
10/07/2024 | 0.78% | 1.35 CHF | 1.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 641,323 CHF | 646,323 CHF | 99.52% | 99.52% |
09/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 628,162 CHF | 633,162 CHF | 93.98% | 93.98% |
08/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 744,759 CHF | 749,759 CHF | 99.56% | 99.56% |
05/07/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 763,791 CHF | 768,791 CHF | 98.45% | 98.45% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 758,977 CHF | 763,977 CHF | 98.68% | 98.68% |
03/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 735,730 CHF | 740,730 CHF | 99.48% | 99.48% |
02/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 689,767 CHF | 694,767 CHF | 99.55% | 99.55% |