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 | 0.59% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 338,732 CHF | 340,732 CHF | 99.52% | 99.52% |
12/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 340,693 CHF | 342,693 CHF | 90.64% | 90.64% |
11/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 326,061 CHF | 328,061 CHF | 99.41% | 99.41% |
10/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 320,304 CHF | 322,304 CHF | 99.52% | 99.52% |
09/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 315,010 CHF | 317,010 CHF | 93.98% | 93.98% |
08/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 361,590 CHF | 363,590 CHF | 99.57% | 99.57% |
05/07/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 369,276 CHF | 371,276 CHF | 98.48% | 98.48% |
04/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 367,332 CHF | 369,332 CHF | 98.67% | 98.67% |
03/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 358,004 CHF | 360,004 CHF | 99.48% | 99.48% |
02/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 339,443 CHF | 341,443 CHF | 99.54% | 99.54% |