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 | 0.74% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 609,680 CHF | 204,727 CHF | 99.38% | 99.38% |
12/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 610,795 CHF | 205,098 CHF | 99.38% | 99.38% |
11/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 597,790 CHF | 200,763 CHF | 99.38% | 99.38% |
10/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 605,365 CHF | 203,288 CHF | 99.38% | 99.38% |
09/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 631,208 CHF | 211,903 CHF | 99.38% | 99.38% |
08/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,255 CHF | 209,918 CHF | 99.38% | 99.38% |
05/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 628,503 CHF | 211,001 CHF | 99.38% | 99.38% |
04/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 607,176 CHF | 203,892 CHF | 98.58% | 98.58% |
03/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 595,304 CHF | 199,935 CHF | 99.38% | 99.38% |
02/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 508,737 CHF | 171,079 CHF | 99.37% | 99.37% |