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 | 0.73% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 615,728 CHF | 206,743 CHF | 99.46% | 99.46% |
12/07/2024 | 0.78% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 577,159 CHF | 193,886 CHF | 99.71% | 99.71% |
11/07/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 615,881 CHF | 206,794 CHF | 99.08% | 99.08% |
10/07/2024 | 0.78% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 576,645 CHF | 193,715 CHF | 99.57% | 99.57% |
09/07/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 591,278 CHF | 198,593 CHF | 99.55% | 99.55% |
08/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 606,189 CHF | 203,563 CHF | 99.56% | 99.56% |
05/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 595,338 CHF | 199,946 CHF | 99.54% | 99.54% |
04/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 583,951 CHF | 196,150 CHF | 99.56% | 99.56% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,430 CHF | 194,643 CHF | 99.52% | 99.52% |
02/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 521,283 CHF | 175,261 CHF | 99.58% | 99.58% |