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 | 0.67% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 445,559 CHF | 149,520 CHF | 98.72% | 98.72% |
12/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 441,827 CHF | 148,276 CHF | 70.32% | 70.32% |
11/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 437,356 CHF | 146,785 CHF | 98.77% | 98.77% |
10/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 427,697 CHF | 143,566 CHF | 97.50% | 97.50% |
09/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,065 CHF | 142,355 CHF | 98.26% | 98.26% |
08/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,084 CHF | 140,028 CHF | 98.67% | 98.67% |
05/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 421,443 CHF | 141,481 CHF | 98.27% | 98.27% |
04/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 427,977 CHF | 143,659 CHF | 98.06% | 98.06% |
03/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,620 CHF | 145,207 CHF | 99.02% | 99.02% |
02/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 443,111 CHF | 148,704 CHF | 97.76% | 97.76% |