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 | 0.99% | 1.49 CHF | 1.50 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 757,437 CHF | 38,247 CHF | 99.27% | 99.27% |
12/07/2024 | 1.01% | 1.51 CHF | 1.52 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 736,800 CHF | 37,215 CHF | 99.27% | 99.27% |
11/07/2024 | 1.00% | 1.52 CHF | 1.53 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 746,143 CHF | 37,682 CHF | 99.27% | 99.27% |
10/07/2024 | 1.02% | 1.48 CHF | 1.49 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 728,483 CHF | 36,799 CHF | 99.27% | 99.27% |
09/07/2024 | 1.02% | 1.44 CHF | 1.45 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 734,654 CHF | 37,108 CHF | 99.27% | 99.27% |
08/07/2024 | 1.00% | 1.48 CHF | 1.49 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 745,229 CHF | 37,636 CHF | 99.22% | 99.22% |
05/07/2024 | 1.04% | 1.46 CHF | 1.47 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 715,596 CHF | 36,155 CHF | 99.27% | 99.27% |
04/07/2024 | 1.07% | 1.40 CHF | 1.42 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 697,039 CHF | 35,227 CHF | 99.27% | 99.27% |
03/07/2024 | 1.09% | 1.38 CHF | 1.39 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 683,776 CHF | 34,564 CHF | 99.27% | 99.27% |
02/07/2024 | 1.15% | 1.31 CHF | 1.33 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 650,308 CHF | 32,890 CHF | 99.27% | 99.27% |