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% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 543,888 CHF | 182,796 CHF | 99.71% | 99.71% |
12/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,202 CHF | 182,234 CHF | 99.42% | 99.42% |
11/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 536,480 CHF | 180,327 CHF | 99.30% | 99.30% |
10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,824 CHF | 172,775 CHF | 99.35% | 99.35% |
09/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,876 CHF | 164,125 CHF | 99.55% | 99.55% |
08/07/2024 | 0.92% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 489,363 CHF | 164,621 CHF | 99.25% | 99.25% |
05/07/2024 | 0.90% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 497,468 CHF | 167,323 CHF | 99.53% | 99.53% |
04/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 505,777 CHF | 170,092 CHF | 99.56% | 99.56% |
03/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 495,974 CHF | 166,825 CHF | 99.47% | 99.47% |
02/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,168 CHF | 161,223 CHF | 99.57% | 99.57% |