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 | 450,000 | 150,000 | 450,000 | 150,000 | 643,796 CHF | 216,099 CHF | 99.38% | 99.38% |
12/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,370 CHF | 215,623 CHF | 99.38% | 99.38% |
11/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 630,148 CHF | 211,549 CHF | 99.37% | 99.37% |
10/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 637,131 CHF | 213,877 CHF | 99.38% | 99.38% |
09/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 662,826 CHF | 222,442 CHF | 99.38% | 99.38% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 656,076 CHF | 220,192 CHF | 99.38% | 99.38% |
05/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 659,090 CHF | 221,197 CHF | 99.38% | 99.38% |
04/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 636,585 CHF | 213,695 CHF | 98.59% | 98.59% |
03/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,041 CHF | 209,847 CHF | 99.38% | 99.38% |
02/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,198 CHF | 181,566 CHF | 99.37% | 99.37% |