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% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 779,292 CHF | 261,264 CHF | 99.16% | 99.16% |
12/07/2024 | 0.61% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 733,155 CHF | 245,885 CHF | 99.11% | 99.11% |
11/07/2024 | 0.56% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 537,968 CHF | 180,323 CHF | 99.10% | 99.10% |
10/07/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 510,243 CHF | 171,081 CHF | 99.19% | 99.19% |
09/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,420 CHF | 169,473 CHF | 99.24% | 99.24% |
08/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 500,317 CHF | 167,772 CHF | 99.25% | 99.25% |
05/07/2024 | 0.56% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 537,961 CHF | 180,320 CHF | 99.07% | 99.07% |
04/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 552,414 CHF | 185,138 CHF | 99.37% | 99.37% |
03/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 515,173 CHF | 172,724 CHF | 99.10% | 99.10% |
02/07/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 491,804 CHF | 164,935 CHF | 99.23% | 99.23% |