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 | 0.60% | 1.66 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,000,180 CHF | 335,394 CHF | 98.69% | 98.69% |
12/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 977,984 CHF | 327,995 CHF | 98.81% | 98.81% |
11/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 993,608 CHF | 333,203 CHF | 98.82% | 98.82% |
10/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 989,361 CHF | 331,787 CHF | 98.73% | 98.73% |
09/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 987,646 CHF | 331,215 CHF | 98.78% | 98.78% |
08/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 972,483 CHF | 326,161 CHF | 98.74% | 98.74% |
05/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 933,069 CHF | 313,023 CHF | 98.78% | 98.78% |
04/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 933,730 CHF | 313,243 CHF | 98.75% | 98.75% |
03/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 921,168 CHF | 309,056 CHF | 98.82% | 98.82% |
02/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 977,030 CHF | 327,677 CHF | 98.72% | 98.72% |