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 | 0.80% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,704 CHF | 188,068 CHF | 99.38% | 99.38% |
12/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 560,459 CHF | 188,320 CHF | 99.38% | 99.38% |
11/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 548,633 CHF | 184,378 CHF | 99.37% | 99.37% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 555,752 CHF | 186,751 CHF | 99.37% | 99.37% |
09/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,837 CHF | 194,779 CHF | 99.38% | 99.38% |
08/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 572,767 CHF | 192,422 CHF | 99.38% | 99.38% |
05/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 576,743 CHF | 193,748 CHF | 99.38% | 99.38% |
04/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 553,640 CHF | 186,047 CHF | 98.58% | 98.58% |
03/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,086 CHF | 182,195 CHF | 99.38% | 99.38% |
02/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 457,245 CHF | 153,915 CHF | 99.37% | 99.37% |