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 | 543,209 CHF | 182,070 CHF | 99.19% | 99.19% |
12/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 550,337 CHF | 184,446 CHF | 96.20% | 96.20% |
11/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 557,079 CHF | 186,693 CHF | 88.37% | 88.37% |
10/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,785 CHF | 194,262 CHF | 99.23% | 99.23% |
09/07/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,091 CHF | 194,030 CHF | 96.19% | 96.19% |
08/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 571,689 CHF | 191,563 CHF | 99.24% | 99.24% |
05/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 581,164 CHF | 194,721 CHF | 97.69% | 97.69% |
04/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 580,558 CHF | 194,519 CHF | 99.23% | 99.23% |
03/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 581,318 CHF | 194,773 CHF | 98.54% | 98.54% |
02/07/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 574,333 CHF | 192,444 CHF | 97.13% | 97.13% |