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 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 713,220 CHF | 239,240 CHF | 99.20% | 99.20% |
12/07/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 668,133 CHF | 224,211 CHF | 99.12% | 99.12% |
11/07/2024 | 0.61% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 493,394 CHF | 165,465 CHF | 99.20% | 99.20% |
10/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 466,187 CHF | 156,396 CHF | 99.17% | 99.17% |
09/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 461,842 CHF | 154,947 CHF | 99.21% | 99.21% |
08/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 456,781 CHF | 153,260 CHF | 99.18% | 99.18% |
05/07/2024 | 0.61% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 493,766 CHF | 165,589 CHF | 99.11% | 99.11% |
04/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 507,523 CHF | 170,174 CHF | 99.36% | 99.36% |
03/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 471,224 CHF | 158,075 CHF | 99.04% | 99.04% |
02/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 448,620 CHF | 150,540 CHF | 98.87% | 98.87% |