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 | 0.56% | 1.86 CHF | 1.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 403,743 CHF | 135,331 CHF | 98.95% | 98.95% |
12/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 405,204 CHF | 135,818 CHF | 99.18% | 99.18% |
11/07/2024 | 0.51% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 589,132 CHF | 197,377 CHF | 98.97% | 98.97% |
10/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 584,499 CHF | 195,833 CHF | 99.26% | 99.26% |
09/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,672 CHF | 195,557 CHF | 97.95% | 97.95% |
08/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 584,164 CHF | 195,721 CHF | 99.39% | 99.39% |
05/07/2024 | 0.54% | 1.96 CHF | 1.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 557,438 CHF | 186,813 CHF | 99.23% | 99.23% |
04/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 548,738 CHF | 183,913 CHF | 99.55% | 99.55% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 542,037 CHF | 181,679 CHF | 99.52% | 99.52% |
02/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 515,728 CHF | 172,909 CHF | 99.50% | 99.50% |