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 | 0.61% | 1.64 CHF | 1.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 821,174 CHF | 165,235 CHF | 99.27% | 99.27% |
12/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 728,992 CHF | 146,798 CHF | 99.27% | 99.27% |
11/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 737,155 CHF | 148,431 CHF | 99.27% | 99.27% |
10/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 748,940 CHF | 150,788 CHF | 99.27% | 99.27% |
09/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 741,184 CHF | 149,237 CHF | 99.27% | 99.27% |
08/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 735,569 CHF | 148,114 CHF | 99.25% | 99.25% |
05/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 722,446 CHF | 145,489 CHF | 99.27% | 99.27% |
04/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 731,964 CHF | 147,393 CHF | 99.27% | 99.27% |
03/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 738,802 CHF | 148,760 CHF | 99.27% | 99.27% |
02/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 751,608 CHF | 151,322 CHF | 99.27% | 99.27% |