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 | 0.82% | 1.17 CHF | 1.18 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 364,158 CHF | 61,193 CHF | 99.17% | 99.17% |
12/07/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 357,759 CHF | 60,127 CHF | 99.17% | 99.17% |
11/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 351,118 CHF | 59,020 CHF | 99.16% | 99.16% |
10/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 346,118 CHF | 58,186 CHF | 99.17% | 99.17% |
09/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 336,547 CHF | 56,591 CHF | 99.17% | 99.17% |
08/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 343,991 CHF | 57,832 CHF | 99.16% | 99.16% |
05/07/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 350,959 CHF | 58,993 CHF | 99.15% | 99.15% |
04/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 349,317 CHF | 58,720 CHF | 99.17% | 99.17% |
03/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 342,577 CHF | 57,596 CHF | 99.15% | 99.15% |
02/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 50,000 | 386,565 | 50,000 | 404,141 CHF | 52,828 CHF | 99.17% | 99.17% |