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 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 518,899 CHF | 173,966 CHF | 98.71% | 98.71% |
12/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 515,202 CHF | 172,734 CHF | 70.32% | 70.32% |
11/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 510,597 CHF | 171,199 CHF | 98.78% | 98.78% |
10/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 500,734 CHF | 167,911 CHF | 97.50% | 97.50% |
09/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 497,116 CHF | 166,705 CHF | 98.26% | 98.26% |
08/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 490,083 CHF | 164,361 CHF | 98.68% | 98.68% |
05/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 494,673 CHF | 165,891 CHF | 98.27% | 98.27% |
04/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 501,045 CHF | 168,015 CHF | 98.07% | 98.07% |
03/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,772 CHF | 169,591 CHF | 99.01% | 99.01% |
02/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,066 CHF | 173,022 CHF | 97.74% | 97.74% |