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 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 671,039 CHF | 225,180 CHF | 99.38% | 99.38% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 670,686 CHF | 225,062 CHF | 99.38% | 99.38% |
11/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 658,170 CHF | 220,890 CHF | 99.38% | 99.38% |
10/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 664,607 CHF | 223,036 CHF | 99.38% | 99.38% |
09/07/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 690,644 CHF | 231,715 CHF | 99.38% | 99.38% |
08/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 684,414 CHF | 229,638 CHF | 99.38% | 99.38% |
05/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 688,233 CHF | 230,911 CHF | 99.38% | 99.38% |
04/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 665,965 CHF | 223,488 CHF | 98.58% | 98.58% |
03/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 655,887 CHF | 220,129 CHF | 99.38% | 99.38% |
02/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 568,901 CHF | 191,134 CHF | 99.37% | 99.37% |