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 | 0.56% | 1.75 CHF | 1.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,059,180 CHF | 355,058 CHF | 92.97% | 92.97% |
12/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,011,240 CHF | 339,080 CHF | 94.13% | 94.13% |
11/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 947,657 CHF | 317,886 CHF | 91.28% | 91.28% |
10/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 904,440 CHF | 303,480 CHF | 87.23% | 87.23% |
09/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 888,976 CHF | 298,325 CHF | 85.56% | 85.56% |
08/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 919,690 CHF | 308,563 CHF | 85.26% | 85.26% |
05/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 929,155 CHF | 311,718 CHF | 90.44% | 90.44% |
04/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 888,590 CHF | 298,197 CHF | 78.08% | 78.08% |
03/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 890,250 CHF | 298,750 CHF | 92.36% | 92.36% |
02/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 846,776 CHF | 284,259 CHF | 96.41% | 96.41% |