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 | 0.53% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 284,319 CHF | 285,819 CHF | 99.39% | 99.39% |
12/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 282,479 CHF | 283,979 CHF | 99.08% | 99.08% |
11/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 283,846 CHF | 285,346 CHF | 96.81% | 96.81% |
10/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 289,549 CHF | 291,049 CHF | 95.50% | 95.50% |
09/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 289,989 CHF | 291,489 CHF | 99.05% | 99.05% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 285,760 CHF | 287,260 CHF | 99.23% | 99.23% |
05/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 284,746 CHF | 286,246 CHF | 99.39% | 99.39% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 286,419 CHF | 287,919 CHF | 99.39% | 99.39% |
03/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 286,741 CHF | 288,241 CHF | 98.63% | 98.63% |
02/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 289,107 CHF | 290,607 CHF | 99.07% | 99.07% |