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 | 0.86% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 521,294 CHF | 175,265 CHF | 99.18% | 99.18% |
12/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 516,613 CHF | 173,704 CHF | 99.27% | 99.27% |
11/07/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 547,111 CHF | 183,870 CHF | 99.23% | 99.23% |
10/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,297 CHF | 186,932 CHF | 99.23% | 99.23% |
09/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,957 CHF | 188,152 CHF | 87.71% | 87.71% |
08/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,462 CHF | 186,987 CHF | 99.23% | 99.23% |
05/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,184 CHF | 186,895 CHF | 99.20% | 99.20% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,555 CHF | 187,685 CHF | 99.23% | 99.23% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 568,928 CHF | 191,143 CHF | 99.23% | 99.23% |
02/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 575,120 CHF | 193,207 CHF | 99.24% | 99.24% |