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 | 0.62% | 1.62 CHF | 1.63 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,420,010 CHF | 243,501 CHF | 99.27% | 99.27% |
12/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,342,180 CHF | 235,718 CHF | 99.27% | 99.27% |
11/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,275,960 CHF | 229,096 CHF | 99.27% | 99.27% |
10/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,215,610 CHF | 223,061 CHF | 99.27% | 99.27% |
09/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,208,010 CHF | 222,301 CHF | 99.27% | 99.27% |
08/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,272,270 CHF | 228,727 CHF | 99.21% | 99.21% |
05/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,260,010 CHF | 227,501 CHF | 99.26% | 99.26% |
04/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,189,600 CHF | 220,460 CHF | 99.27% | 99.27% |
03/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 2,093,530 CHF | 210,853 CHF | 99.27% | 99.27% |
02/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 1,886,220 CHF | 190,122 CHF | 99.27% | 99.27% |