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 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,702 CHF | 169,567 CHF | 99.11% | 99.11% |
12/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 510,338 CHF | 171,113 CHF | 99.27% | 99.27% |
11/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 497,130 CHF | 166,710 CHF | 98.67% | 98.67% |
10/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 491,232 CHF | 164,744 CHF | 99.20% | 99.20% |
09/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 480,453 CHF | 161,151 CHF | 99.24% | 99.24% |
08/07/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,952 CHF | 169,651 CHF | 99.23% | 99.23% |
05/07/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 504,971 CHF | 169,324 CHF | 99.23% | 99.23% |
04/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 512,742 CHF | 171,914 CHF | 99.01% | 99.01% |
03/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 476,334 CHF | 159,778 CHF | 98.84% | 98.84% |
02/07/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,724 CHF | 145,241 CHF | 99.23% | 99.23% |