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 | 0.49% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 918,214 CHF | 307,571 CHF | 99.63% | 99.63% |
12/07/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 875,134 CHF | 293,211 CHF | 99.71% | 99.71% |
11/07/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 916,951 CHF | 307,150 CHF | 99.10% | 99.10% |
10/07/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 873,430 CHF | 292,643 CHF | 99.57% | 99.57% |
09/07/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 889,266 CHF | 297,922 CHF | 99.59% | 99.59% |
08/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 904,936 CHF | 303,145 CHF | 99.56% | 99.56% |
05/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 893,704 CHF | 299,401 CHF | 99.51% | 99.51% |
04/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 880,708 CHF | 295,069 CHF | 99.56% | 99.56% |
03/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 875,953 CHF | 293,484 CHF | 99.49% | 99.49% |
02/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 809,932 CHF | 271,477 CHF | 99.57% | 99.57% |