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 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 543,278 CHF | 182,593 CHF | 99.14% | 99.14% |
12/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,140 CHF | 181,547 CHF | 99.22% | 99.22% |
11/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 578,269 CHF | 194,256 CHF | 98.08% | 98.08% |
10/07/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 589,512 CHF | 198,004 CHF | 99.22% | 99.22% |
09/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 592,608 CHF | 199,036 CHF | 99.22% | 99.22% |
08/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 586,794 CHF | 197,098 CHF | 99.21% | 99.21% |
05/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 592,930 CHF | 199,143 CHF | 99.22% | 99.22% |
04/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 592,257 CHF | 198,919 CHF | 99.23% | 99.23% |
03/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 609,233 CHF | 204,578 CHF | 99.22% | 99.22% |
02/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 583,998 CHF | 196,166 CHF | 99.22% | 99.22% |