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 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 554,586 CHF | 186,362 CHF | 99.38% | 99.38% |
12/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 555,634 CHF | 186,711 CHF | 99.38% | 99.38% |
11/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,592 CHF | 182,364 CHF | 99.38% | 99.38% |
10/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 549,384 CHF | 184,628 CHF | 99.38% | 99.38% |
09/07/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 574,988 CHF | 193,163 CHF | 99.38% | 99.38% |
08/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 569,694 CHF | 191,398 CHF | 99.38% | 99.38% |
05/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 572,519 CHF | 192,340 CHF | 99.38% | 99.38% |
04/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 549,770 CHF | 184,757 CHF | 98.59% | 98.59% |
03/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 538,887 CHF | 181,129 CHF | 99.38% | 99.38% |
02/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 452,007 CHF | 152,169 CHF | 99.37% | 99.37% |