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 | 0.66% | 1.52 CHF | 1.53 CHF | 225,000 | 75,000 | 227,232 | 75,744 | 345,712 CHF | 115,995 CHF | 99.38% | 99.38% |
12/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 232,447 | 77,482 | 356,777 CHF | 119,700 CHF | 99.11% | 99.11% |
11/07/2024 | 0.59% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 503,755 CHF | 168,918 CHF | 98.56% | 98.56% |
10/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 507,235 CHF | 170,078 CHF | 99.40% | 99.40% |
09/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 507,964 CHF | 170,321 CHF | 98.64% | 98.64% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 509,725 CHF | 170,908 CHF | 99.39% | 99.39% |
05/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,885 CHF | 167,628 CHF | 99.48% | 99.48% |
04/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 499,575 CHF | 167,525 CHF | 99.57% | 99.57% |
03/07/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 517,062 CHF | 173,354 CHF | 99.34% | 99.34% |
02/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 490,153 CHF | 164,384 CHF | 99.19% | 99.19% |