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 | 0.65% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 462,209 CHF | 155,070 CHF | 99.02% | 99.02% |
12/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 433,152 CHF | 145,384 CHF | 99.70% | 99.70% |
11/07/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,573 CHF | 138,524 CHF | 98.68% | 98.68% |
10/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,711 CHF | 133,570 CHF | 98.50% | 98.50% |
09/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 411,438 CHF | 138,146 CHF | 99.55% | 99.55% |
08/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,860 CHF | 138,620 CHF | 96.23% | 96.23% |
05/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,705 CHF | 142,568 CHF | 99.44% | 99.44% |
04/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 433,146 CHF | 145,382 CHF | 99.40% | 99.40% |
03/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,786 CHF | 139,262 CHF | 99.57% | 99.57% |
02/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 416,122 CHF | 139,707 CHF | 99.45% | 99.45% |