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 | 0.64% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 697,847 CHF | 234,116 CHF | 99.03% | 99.03% |
12/07/2024 | 0.66% | 1.61 CHF | 1.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 677,733 CHF | 227,411 CHF | 99.21% | 99.21% |
11/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,460 CHF | 215,653 CHF | 98.95% | 98.95% |
10/07/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 616,722 CHF | 207,074 CHF | 99.19% | 99.19% |
09/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 616,753 CHF | 207,084 CHF | 99.08% | 99.08% |
08/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 649,012 CHF | 217,837 CHF | 99.08% | 99.08% |
05/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 664,107 CHF | 222,869 CHF | 99.07% | 99.07% |
04/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,409 CHF | 215,636 CHF | 99.06% | 99.06% |
03/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 630,493 CHF | 211,664 CHF | 99.18% | 99.18% |
02/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 619,285 CHF | 207,928 CHF | 99.17% | 99.17% |