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 | 0.53% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 848,568 CHF | 284,356 CHF | 99.16% | 99.16% |
12/07/2024 | 0.56% | 1.87 CHF | 1.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 800,854 CHF | 268,451 CHF | 99.19% | 99.19% |
11/07/2024 | 0.51% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 584,115 CHF | 195,705 CHF | 99.11% | 99.11% |
10/07/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 555,823 CHF | 186,274 CHF | 99.24% | 99.24% |
09/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 550,842 CHF | 184,614 CHF | 99.23% | 99.23% |
08/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 545,454 CHF | 182,818 CHF | 99.20% | 99.20% |
05/07/2024 | 0.51% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 584,031 CHF | 195,677 CHF | 99.06% | 99.06% |
04/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 598,688 CHF | 200,563 CHF | 99.37% | 99.37% |
03/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 560,899 CHF | 187,966 CHF | 99.03% | 99.03% |
02/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 536,851 CHF | 179,950 CHF | 99.03% | 99.03% |