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 | 0.67% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 666,755 CHF | 223,752 CHF | 98.28% | 98.28% |
12/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,977 CHF | 210,159 CHF | 95.40% | 95.40% |
11/07/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 646,032 CHF | 216,844 CHF | 98.56% | 98.56% |
10/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 663,321 CHF | 222,607 CHF | 98.44% | 98.44% |
09/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 661,534 CHF | 222,011 CHF | 98.67% | 98.67% |
08/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 653,625 CHF | 219,375 CHF | 96.52% | 96.52% |
05/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 647,656 CHF | 217,385 CHF | 95.66% | 95.66% |
04/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 671,352 CHF | 225,284 CHF | 95.23% | 95.23% |
03/07/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 697,642 CHF | 234,047 CHF | 98.22% | 98.22% |
02/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 691,537 CHF | 232,012 CHF | 98.19% | 98.19% |