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 | 0.58% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 769,901 CHF | 258,134 CHF | 99.18% | 99.18% |
12/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 766,377 CHF | 256,959 CHF | 99.26% | 99.26% |
11/07/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 795,814 CHF | 266,771 CHF | 99.23% | 99.23% |
10/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 805,540 CHF | 270,013 CHF | 99.23% | 99.23% |
09/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 810,133 CHF | 271,544 CHF | 87.71% | 87.71% |
08/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 805,126 CHF | 269,875 CHF | 99.21% | 99.21% |
05/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 806,817 CHF | 270,439 CHF | 99.20% | 99.20% |
04/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 808,671 CHF | 271,057 CHF | 99.23% | 99.23% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 819,450 CHF | 274,650 CHF | 99.22% | 99.22% |
02/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 825,942 CHF | 276,814 CHF | 99.22% | 99.22% |