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 | 0.66% | 1.48 CHF | 1.49 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 228,262 CHF | 76,588 CHF | 99.16% | 99.16% |
12/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 232,213 CHF | 77,904 CHF | 99.17% | 99.17% |
11/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 226,164 CHF | 75,888 CHF | 99.17% | 99.17% |
10/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 229,462 CHF | 76,987 CHF | 99.16% | 99.16% |
09/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 226,029 CHF | 75,843 CHF | 99.17% | 99.17% |
08/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 217,743 CHF | 73,081 CHF | 99.16% | 99.16% |
05/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 206,705 CHF | 69,402 CHF | 98.83% | 98.83% |
04/07/2024 | 0.77% | 1.38 CHF | 1.39 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 194,523 CHF | 65,341 CHF | 99.00% | 99.00% |
03/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 140,407 CHF | 47,302 CHF | 99.17% | 99.17% |
02/07/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 130,792 CHF | 44,097 CHF | 99.16% | 99.16% |