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 | 0.70% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 644,482 CHF | 216,327 CHF | 99.14% | 99.14% |
12/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 640,353 CHF | 214,951 CHF | 99.22% | 99.22% |
11/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 679,282 CHF | 227,927 CHF | 98.10% | 98.10% |
10/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 691,698 CHF | 232,066 CHF | 99.23% | 99.23% |
09/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 692,953 CHF | 232,484 CHF | 99.22% | 99.22% |
08/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 688,942 CHF | 231,147 CHF | 99.22% | 99.22% |
05/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 695,630 CHF | 233,377 CHF | 99.20% | 99.20% |
04/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 694,150 CHF | 232,883 CHF | 99.23% | 99.23% |
03/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 711,258 CHF | 238,586 CHF | 99.23% | 99.23% |
02/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 686,280 CHF | 230,260 CHF | 99.23% | 99.23% |