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 | 0.67% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,672 CHF | 149,224 CHF | 98.92% | 98.92% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 446,978 CHF | 149,993 CHF | 99.12% | 99.12% |
11/07/2024 | 0.61% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 493,467 CHF | 165,489 CHF | 99.11% | 99.11% |
10/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 488,814 CHF | 163,938 CHF | 99.27% | 99.27% |
09/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 488,076 CHF | 163,692 CHF | 97.95% | 97.95% |
08/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 489,081 CHF | 164,027 CHF | 99.31% | 99.31% |
05/07/2024 | 0.65% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 462,949 CHF | 155,316 CHF | 99.32% | 99.32% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,266 CHF | 152,422 CHF | 99.56% | 99.56% |
03/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 447,909 CHF | 150,303 CHF | 99.52% | 99.52% |
02/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 422,939 CHF | 141,980 CHF | 99.45% | 99.45% |