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 | 0.63% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,026 CHF | 158,675 CHF | 99.39% | 99.39% |
12/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 475,063 CHF | 159,354 CHF | 98.66% | 98.66% |
11/07/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 493,045 CHF | 165,348 CHF | 92.51% | 92.51% |
10/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 506,870 CHF | 169,957 CHF | 98.65% | 98.65% |
09/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 511,885 CHF | 171,628 CHF | 99.28% | 99.28% |
08/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,469 CHF | 167,490 CHF | 99.39% | 99.39% |
05/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 526,948 CHF | 176,649 CHF | 99.37% | 99.37% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 526,572 CHF | 176,524 CHF | 99.41% | 99.41% |
03/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,337 CHF | 169,446 CHF | 99.05% | 99.05% |
02/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 503,409 CHF | 168,803 CHF | 99.13% | 99.13% |