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 | 0.54% | 1.82 CHF | 1.83 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 828,233 CHF | 92,526 CHF | 99.27% | 99.27% |
12/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 831,080 CHF | 92,842 CHF | 99.27% | 99.27% |
11/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 938,778 CHF | 104,809 CHF | 99.27% | 99.27% |
10/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 958,332 CHF | 106,981 CHF | 99.27% | 99.27% |
09/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 959,848 CHF | 107,150 CHF | 99.27% | 99.27% |
08/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 946,915 CHF | 105,713 CHF | 99.24% | 99.24% |
05/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 933,642 CHF | 104,238 CHF | 99.27% | 99.27% |
04/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 926,175 CHF | 103,408 CHF | 99.27% | 99.27% |
03/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 914,434 CHF | 102,104 CHF | 99.01% | 99.01% |
02/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 840,715 CHF | 93,913 CHF | 99.27% | 99.27% |