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 | 0.53% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 847,420 CHF | 283,973 CHF | 98.28% | 98.28% |
12/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 806,412 CHF | 270,304 CHF | 95.42% | 95.42% |
11/07/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 826,216 CHF | 276,905 CHF | 98.55% | 98.55% |
10/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 843,125 CHF | 282,542 CHF | 98.44% | 98.44% |
09/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 841,306 CHF | 281,935 CHF | 98.66% | 98.66% |
08/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 833,199 CHF | 279,233 CHF | 96.52% | 96.52% |
05/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 827,639 CHF | 277,380 CHF | 95.66% | 95.66% |
04/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 851,381 CHF | 285,294 CHF | 95.25% | 95.25% |
03/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 877,493 CHF | 293,998 CHF | 98.22% | 98.22% |
02/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 870,938 CHF | 291,813 CHF | 98.18% | 98.18% |