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 | 0.70% | 1.42 CHF | 1.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 850,201 CHF | 285,400 CHF | 99.27% | 99.27% |
12/07/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 817,103 CHF | 274,368 CHF | 99.27% | 99.27% |
11/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 847,863 CHF | 284,621 CHF | 99.27% | 99.27% |
10/07/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 818,871 CHF | 274,957 CHF | 99.27% | 99.27% |
09/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 861,984 CHF | 289,328 CHF | 99.27% | 99.27% |
08/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 838,238 CHF | 281,413 CHF | 99.21% | 99.21% |
05/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 842,670 CHF | 282,890 CHF | 99.26% | 99.26% |
04/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 823,968 CHF | 276,656 CHF | 99.27% | 99.27% |
03/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 825,115 CHF | 277,038 CHF | 99.27% | 99.27% |
02/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 795,153 CHF | 267,051 CHF | 99.27% | 99.27% |