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 | 0.70% | 1.55 CHF | 1.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 852,657 CHF | 286,219 CHF | 98.60% | 98.60% |
12/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 750,962 CHF | 252,321 CHF | 98.99% | 98.99% |
11/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 791,373 CHF | 265,791 CHF | 98.42% | 98.42% |
10/07/2024 | 0.75% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 794,101 CHF | 266,700 CHF | 99.08% | 99.08% |
09/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 801,168 CHF | 269,056 CHF | 98.76% | 98.76% |
08/07/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 808,553 CHF | 271,518 CHF | 99.00% | 99.00% |
05/07/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 731,109 CHF | 245,703 CHF | 98.73% | 98.73% |
04/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 773,676 CHF | 259,892 CHF | 99.38% | 99.38% |
03/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 816,235 CHF | 274,078 CHF | 99.09% | 99.09% |
02/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 860,464 CHF | 288,822 CHF | 99.00% | 99.00% |