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 | 0.52% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 577,611 CHF | 193,537 CHF | 99.19% | 99.19% |
12/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 589,837 CHF | 197,612 CHF | 99.27% | 99.27% |
11/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 591,196 CHF | 198,065 CHF | 99.23% | 99.23% |
10/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,285 CHF | 189,762 CHF | 99.23% | 99.23% |
09/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 556,519 CHF | 186,506 CHF | 99.23% | 99.23% |
08/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 561,283 CHF | 188,094 CHF | 99.24% | 99.24% |
05/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 543,144 CHF | 182,048 CHF | 99.23% | 99.23% |
04/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 536,412 CHF | 179,804 CHF | 99.23% | 99.23% |
03/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 532,862 CHF | 178,621 CHF | 99.23% | 99.23% |
02/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 540,058 CHF | 181,019 CHF | 99.24% | 99.24% |