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 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 543,066 CHF | 182,022 CHF | 99.16% | 99.16% |
12/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 554,108 CHF | 185,703 CHF | 99.24% | 99.24% |
11/07/2024 | 0.53% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,668 CHF | 189,889 CHF | 90.52% | 90.52% |
10/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 558,517 CHF | 187,172 CHF | 97.49% | 97.49% |
09/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 553,443 CHF | 185,481 CHF | 98.69% | 98.69% |
08/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 554,842 CHF | 185,947 CHF | 98.54% | 98.54% |
05/07/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 525,250 CHF | 176,083 CHF | 92.03% | 92.03% |
04/07/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 529,184 CHF | 177,395 CHF | 99.06% | 99.06% |
03/07/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 522,037 CHF | 175,012 CHF | 95.39% | 95.39% |
02/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 513,262 CHF | 172,087 CHF | 95.11% | 95.11% |