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 | 0.63% | 1.59 CHF | 1.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 952,430 CHF | 319,477 CHF | 99.27% | 99.27% |
12/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 919,065 CHF | 308,355 CHF | 99.27% | 99.27% |
11/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 951,474 CHF | 319,158 CHF | 99.27% | 99.27% |
10/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 921,586 CHF | 309,195 CHF | 99.27% | 99.27% |
09/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 966,723 CHF | 324,241 CHF | 99.27% | 99.27% |
08/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 942,297 CHF | 316,099 CHF | 99.21% | 99.21% |
05/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 947,117 CHF | 317,706 CHF | 99.26% | 99.26% |
04/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 927,615 CHF | 311,205 CHF | 99.27% | 99.27% |
03/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 929,041 CHF | 311,680 CHF | 99.27% | 99.27% |
02/07/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 897,860 CHF | 301,287 CHF | 99.26% | 99.26% |