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 | 0.55% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 814,593 CHF | 273,031 CHF | 99.45% | 99.45% |
12/07/2024 | 0.58% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 772,464 CHF | 258,988 CHF | 99.41% | 99.41% |
11/07/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 813,619 CHF | 272,706 CHF | 99.09% | 99.09% |
10/07/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 771,222 CHF | 258,574 CHF | 99.59% | 99.59% |
09/07/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 786,690 CHF | 263,730 CHF | 99.55% | 99.55% |
08/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 802,262 CHF | 268,921 CHF | 99.58% | 99.58% |
05/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 791,361 CHF | 265,287 CHF | 99.54% | 99.54% |
04/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 778,442 CHF | 260,981 CHF | 99.56% | 99.56% |
03/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 773,726 CHF | 259,409 CHF | 99.55% | 99.55% |
02/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 709,526 CHF | 238,009 CHF | 99.53% | 99.53% |