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 | 0.73% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,305 CHF | 138,435 CHF | 99.41% | 99.41% |
12/07/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,666 CHF | 147,222 CHF | 99.42% | 99.42% |
11/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 443,219 CHF | 148,740 CHF | 99.41% | 99.41% |
10/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,070 CHF | 154,357 CHF | 99.41% | 99.41% |
09/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,673 CHF | 158,891 CHF | 99.41% | 99.41% |
08/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 475,497 CHF | 159,499 CHF | 99.41% | 99.41% |
05/07/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 466,135 CHF | 156,378 CHF | 99.41% | 99.41% |
04/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 478,352 CHF | 160,451 CHF | 99.41% | 99.41% |
03/07/2024 | 0.59% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 503,231 CHF | 168,744 CHF | 99.41% | 99.41% |
02/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 520,728 CHF | 174,576 CHF | 99.31% | 99.31% |