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 | 0.75% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 794,397 CHF | 266,799 CHF | 98.88% | 98.88% |
12/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 694,560 CHF | 233,520 CHF | 99.02% | 99.02% |
11/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 734,481 CHF | 246,827 CHF | 98.52% | 98.52% |
10/07/2024 | 0.81% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 737,221 CHF | 247,740 CHF | 99.07% | 99.07% |
09/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 744,470 CHF | 250,157 CHF | 98.87% | 98.87% |
08/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 752,066 CHF | 252,689 CHF | 99.03% | 99.03% |
05/07/2024 | 0.88% | 1.20 CHF | 1.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 676,483 CHF | 227,494 CHF | 98.72% | 98.72% |
04/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 718,120 CHF | 241,373 CHF | 99.38% | 99.38% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 758,971 CHF | 254,990 CHF | 99.14% | 99.14% |
02/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 803,482 CHF | 269,827 CHF | 98.96% | 98.96% |