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 | 0.50% | 1.95 CHF | 1.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 901,903 CHF | 302,134 CHF | 99.40% | 99.40% |
12/07/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 858,619 CHF | 287,706 CHF | 99.71% | 99.71% |
11/07/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 901,583 CHF | 302,028 CHF | 99.08% | 99.08% |
10/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 856,544 CHF | 287,015 CHF | 99.57% | 99.57% |
09/07/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 872,020 CHF | 292,173 CHF | 99.56% | 99.56% |
08/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 887,831 CHF | 297,444 CHF | 99.56% | 99.56% |
05/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 876,785 CHF | 293,762 CHF | 99.56% | 99.56% |
04/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 862,386 CHF | 288,962 CHF | 99.57% | 99.57% |
03/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 857,458 CHF | 287,319 CHF | 99.54% | 99.54% |
02/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 789,595 CHF | 264,698 CHF | 99.55% | 99.55% |