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 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 481,319 CHF | 161,440 CHF | 99.17% | 99.17% |
12/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,773 CHF | 158,924 CHF | 85.86% | 85.86% |
11/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 466,330 CHF | 156,443 CHF | 99.23% | 99.23% |
10/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,597 CHF | 138,866 CHF | 99.24% | 99.24% |
09/07/2024 | 0.69% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,481 CHF | 145,160 CHF | 99.24% | 99.24% |
08/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 435,478 CHF | 146,160 CHF | 99.24% | 99.24% |
05/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 448,189 CHF | 150,396 CHF | 93.18% | 93.18% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 456,343 CHF | 153,114 CHF | 97.32% | 97.32% |
03/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,933 CHF | 149,311 CHF | 99.23% | 99.23% |
02/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 434,613 CHF | 145,871 CHF | 97.30% | 97.30% |