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 | 0.73% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,018 CHF | 137,339 CHF | 98.68% | 98.68% |
12/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 420,017 CHF | 141,006 CHF | 98.77% | 98.77% |
11/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 458,859 CHF | 153,953 CHF | 99.22% | 99.22% |
10/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,028 CHF | 155,676 CHF | 97.38% | 97.38% |
09/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 452,475 CHF | 151,825 CHF | 98.39% | 98.39% |
08/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 429,503 CHF | 144,168 CHF | 97.35% | 97.35% |
05/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,437 CHF | 139,479 CHF | 98.57% | 98.57% |
04/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,401 CHF | 139,134 CHF | 93.09% | 93.09% |
03/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 416,909 CHF | 139,970 CHF | 99.23% | 99.23% |
02/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 437,498 CHF | 146,833 CHF | 98.88% | 98.88% |