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 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 572,458 CHF | 191,819 CHF | 99.09% | 99.09% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 576,991 CHF | 193,330 CHF | 99.27% | 99.27% |
11/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 563,675 CHF | 188,892 CHF | 98.67% | 98.67% |
10/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 557,590 CHF | 186,863 CHF | 99.20% | 99.20% |
09/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 546,857 CHF | 183,286 CHF | 99.23% | 99.23% |
08/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 572,238 CHF | 191,746 CHF | 99.24% | 99.24% |
05/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 571,417 CHF | 191,472 CHF | 99.23% | 99.23% |
04/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,100 CHF | 194,033 CHF | 99.01% | 99.01% |
03/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 542,639 CHF | 181,880 CHF | 98.84% | 98.84% |
02/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,845 CHF | 167,282 CHF | 99.23% | 99.23% |