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 | 0.51% | 1.84 CHF | 1.85 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 293,079 CHF | 294,579 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 291,784 CHF | 293,284 CHF | 99.00% | 99.00% |
11/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 294,321 CHF | 295,821 CHF | 99.69% | 99.69% |
10/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 285,026 CHF | 286,526 CHF | 99.85% | 99.85% |
09/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 297,778 CHF | 299,278 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 279,052 CHF | 280,552 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 275,956 CHF | 277,456 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 280,393 CHF | 281,893 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 276,845 CHF | 278,345 CHF | 99.24% | 99.24% |
02/07/2024 | 0.58% | 1.82 CHF | 1.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 259,203 CHF | 260,703 CHF | 100.00% | 100.00% |