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% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 673,981 CHF | 226,160 CHF | 99.19% | 99.19% |
12/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 674,292 CHF | 226,264 CHF | 99.27% | 99.27% |
11/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 664,689 CHF | 223,063 CHF | 98.66% | 98.66% |
10/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 649,072 CHF | 217,857 CHF | 99.24% | 99.24% |
09/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,599 CHF | 214,366 CHF | 99.24% | 99.24% |
08/07/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 702,710 CHF | 235,737 CHF | 99.24% | 99.24% |
05/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 712,094 CHF | 238,865 CHF | 99.23% | 99.23% |
04/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 724,776 CHF | 243,092 CHF | 99.23% | 99.23% |
03/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 686,612 CHF | 230,371 CHF | 99.23% | 99.23% |
02/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 631,399 CHF | 211,966 CHF | 99.24% | 99.24% |