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 | 0.66% | 1.52 CHF | 1.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 227,114 CHF | 228,614 CHF | 99.39% | 99.39% |
12/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 225,107 CHF | 226,607 CHF | 99.08% | 99.08% |
11/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 226,716 CHF | 228,216 CHF | 96.79% | 96.79% |
10/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 232,527 CHF | 234,027 CHF | 95.50% | 95.50% |
09/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 232,953 CHF | 234,453 CHF | 99.06% | 99.06% |
08/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 228,770 CHF | 230,270 CHF | 99.23% | 99.23% |
05/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 227,598 CHF | 229,098 CHF | 99.39% | 99.39% |
04/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 229,356 CHF | 230,856 CHF | 99.39% | 99.39% |
03/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 229,705 CHF | 231,205 CHF | 98.64% | 98.64% |
02/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 232,183 CHF | 233,683 CHF | 99.07% | 99.07% |