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 | 0.60% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 251,247 CHF | 252,747 CHF | 99.39% | 99.39% |
12/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 249,378 CHF | 250,878 CHF | 99.08% | 99.08% |
11/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 250,837 CHF | 252,337 CHF | 96.80% | 96.80% |
10/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 256,561 CHF | 258,061 CHF | 95.48% | 95.48% |
09/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 257,045 CHF | 258,545 CHF | 99.05% | 99.05% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 252,794 CHF | 254,294 CHF | 99.24% | 99.24% |
05/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 251,775 CHF | 253,275 CHF | 99.39% | 99.39% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 253,424 CHF | 254,924 CHF | 99.39% | 99.39% |
03/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 253,767 CHF | 255,267 CHF | 98.64% | 98.64% |
02/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 256,188 CHF | 257,688 CHF | 99.07% | 99.07% |