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 | 0.78% | 1.30 CHF | 1.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 640,875 CHF | 645,875 CHF | 99.51% | 99.51% |
12/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 646,018 CHF | 651,018 CHF | 90.65% | 90.65% |
11/07/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 609,742 CHF | 614,742 CHF | 99.29% | 99.29% |
10/07/2024 | 0.84% | 1.25 CHF | 1.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 595,747 CHF | 600,747 CHF | 99.52% | 99.52% |
09/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 582,622 CHF | 587,622 CHF | 93.98% | 93.98% |
08/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 699,257 CHF | 704,257 CHF | 99.56% | 99.56% |
05/07/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 718,243 CHF | 723,243 CHF | 98.45% | 98.45% |
04/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 713,432 CHF | 718,432 CHF | 98.68% | 98.68% |
03/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 690,207 CHF | 695,207 CHF | 99.48% | 99.48% |
02/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 644,374 CHF | 649,374 CHF | 99.55% | 99.55% |