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 | 0.82% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 545,048 CHF | 183,183 CHF | 99.19% | 99.19% |
12/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,008 CHF | 183,503 CHF | 99.27% | 99.27% |
11/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 536,225 CHF | 180,242 CHF | 98.65% | 98.65% |
10/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 520,520 CHF | 175,007 CHF | 99.24% | 99.24% |
09/07/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 510,435 CHF | 171,645 CHF | 99.23% | 99.23% |
08/07/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 574,822 CHF | 193,107 CHF | 99.24% | 99.24% |
05/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 584,015 CHF | 196,172 CHF | 99.23% | 99.23% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 596,764 CHF | 200,421 CHF | 99.23% | 99.23% |
03/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,652 CHF | 187,717 CHF | 99.23% | 99.23% |
02/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 503,526 CHF | 169,342 CHF | 99.24% | 99.24% |