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% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 408,934 CHF | 137,311 CHF | 99.39% | 99.39% |
12/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,465 CHF | 137,822 CHF | 98.66% | 98.66% |
11/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 429,256 CHF | 144,085 CHF | 92.48% | 92.48% |
10/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,812 CHF | 148,604 CHF | 98.66% | 98.66% |
09/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 447,804 CHF | 150,268 CHF | 99.28% | 99.28% |
08/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 435,444 CHF | 146,148 CHF | 99.40% | 99.40% |
05/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 462,447 CHF | 155,149 CHF | 99.38% | 99.38% |
04/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 462,055 CHF | 155,018 CHF | 99.41% | 99.41% |
03/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 440,721 CHF | 147,907 CHF | 99.04% | 99.04% |
02/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,585 CHF | 147,195 CHF | 99.14% | 99.14% |