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 | 0.58% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 511,790 CHF | 171,597 CHF | 99.19% | 99.19% |
12/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,405 CHF | 167,468 CHF | 99.27% | 99.27% |
11/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 497,384 CHF | 166,795 CHF | 99.23% | 99.23% |
10/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 519,953 CHF | 174,318 CHF | 99.24% | 99.24% |
09/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 529,836 CHF | 177,612 CHF | 99.24% | 99.24% |
08/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 523,998 CHF | 175,666 CHF | 99.23% | 99.23% |
05/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 544,896 CHF | 182,632 CHF | 99.23% | 99.23% |
04/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 551,635 CHF | 184,878 CHF | 99.23% | 99.23% |
03/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 554,447 CHF | 185,816 CHF | 99.23% | 99.23% |
02/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 544,501 CHF | 182,500 CHF | 99.24% | 99.24% |