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 | 0.63% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 478,630 CHF | 160,543 CHF | 98.90% | 98.90% |
12/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 480,778 CHF | 161,260 CHF | 99.30% | 99.30% |
11/07/2024 | 0.57% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 527,270 CHF | 176,757 CHF | 98.84% | 98.84% |
10/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 523,408 CHF | 175,469 CHF | 99.27% | 99.27% |
09/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 523,345 CHF | 175,448 CHF | 97.98% | 97.98% |
08/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 523,993 CHF | 175,664 CHF | 99.43% | 99.43% |
05/07/2024 | 0.60% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,634 CHF | 167,211 CHF | 99.31% | 99.31% |
04/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 490,332 CHF | 164,444 CHF | 99.56% | 99.56% |
03/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 484,103 CHF | 162,368 CHF | 99.45% | 99.45% |
02/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 458,035 CHF | 153,678 CHF | 99.50% | 99.50% |