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% | 1.78 CHF | 1.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 893,561 CHF | 179,712 CHF | 99.27% | 99.27% |
12/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 801,768 CHF | 161,354 CHF | 99.27% | 99.27% |
11/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 809,653 CHF | 162,931 CHF | 99.27% | 99.27% |
10/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 822,044 CHF | 165,409 CHF | 99.27% | 99.27% |
09/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 813,332 CHF | 163,666 CHF | 99.27% | 99.27% |
08/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 808,448 CHF | 162,690 CHF | 99.25% | 99.25% |
05/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 795,268 CHF | 160,054 CHF | 99.27% | 99.27% |
04/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 804,458 CHF | 161,892 CHF | 99.27% | 99.27% |
03/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 811,714 CHF | 163,343 CHF | 99.27% | 99.27% |
02/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 824,392 CHF | 165,878 CHF | 99.27% | 99.27% |