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 | 0.89% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 505,719 CHF | 170,073 CHF | 99.38% | 99.38% |
12/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 506,281 CHF | 170,260 CHF | 99.38% | 99.38% |
11/07/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 484,149 CHF | 162,883 CHF | 99.37% | 99.37% |
10/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,606 CHF | 158,035 CHF | 99.37% | 99.37% |
09/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 495,059 CHF | 166,520 CHF | 99.37% | 99.37% |
08/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 493,921 CHF | 166,140 CHF | 99.38% | 99.38% |
05/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 489,117 CHF | 164,539 CHF | 99.38% | 99.38% |
04/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,781 CHF | 164,427 CHF | 98.82% | 98.82% |
03/07/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,220 CHF | 164,240 CHF | 99.38% | 99.38% |
02/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,961 CHF | 157,487 CHF | 99.38% | 99.38% |