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 | 0.72% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 834,611 CHF | 280,204 CHF | 99.27% | 99.27% |
12/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 792,981 CHF | 266,327 CHF | 99.27% | 99.27% |
11/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 771,444 CHF | 259,148 CHF | 99.26% | 99.26% |
10/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 743,986 CHF | 249,995 CHF | 99.27% | 99.27% |
09/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 734,597 CHF | 246,866 CHF | 99.27% | 99.27% |
08/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 727,959 CHF | 244,653 CHF | 99.24% | 99.24% |
05/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 744,806 CHF | 250,268 CHF | 99.27% | 99.27% |
04/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 709,165 CHF | 238,388 CHF | 99.27% | 99.27% |
03/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 648,788 CHF | 218,263 CHF | 99.27% | 99.27% |
02/07/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 599,993 | 199,998 | 607,653 CHF | 204,551 CHF | 99.27% | 99.27% |