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 | 0.77% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 581,882 CHF | 195,461 CHF | 99.40% | 99.40% |
12/07/2024 | 0.83% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,148 CHF | 181,549 CHF | 99.68% | 99.68% |
11/07/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 581,831 CHF | 195,444 CHF | 99.00% | 99.00% |
10/07/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,411 CHF | 181,304 CHF | 99.56% | 99.56% |
09/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 554,829 CHF | 186,443 CHF | 99.53% | 99.53% |
08/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 570,347 CHF | 191,616 CHF | 99.54% | 99.54% |
05/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 558,915 CHF | 187,805 CHF | 99.53% | 99.53% |
04/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 545,800 CHF | 183,433 CHF | 99.56% | 99.56% |
03/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,131 CHF | 181,877 CHF | 99.51% | 99.51% |
02/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 478,431 CHF | 160,977 CHF | 99.55% | 99.55% |