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 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 482,283 CHF | 161,761 CHF | 98.72% | 98.72% |
12/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 478,643 CHF | 160,548 CHF | 70.32% | 70.32% |
11/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,958 CHF | 158,986 CHF | 98.77% | 98.77% |
10/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,192 CHF | 155,731 CHF | 97.50% | 97.50% |
09/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,703 CHF | 154,568 CHF | 98.26% | 98.26% |
08/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 453,672 CHF | 152,224 CHF | 98.67% | 98.67% |
05/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 458,163 CHF | 153,721 CHF | 98.27% | 98.27% |
04/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,649 CHF | 155,883 CHF | 98.05% | 98.05% |
03/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 469,299 CHF | 157,433 CHF | 99.01% | 99.01% |
02/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 479,611 CHF | 160,870 CHF | 97.76% | 97.76% |