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 | 0.61% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 487,026 CHF | 163,342 CHF | 99.02% | 99.02% |
12/07/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 458,823 CHF | 153,941 CHF | 99.38% | 99.38% |
11/07/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,976 CHF | 147,325 CHF | 98.79% | 98.79% |
10/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 425,358 CHF | 142,786 CHF | 98.49% | 98.49% |
09/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,687 CHF | 147,229 CHF | 99.56% | 99.56% |
08/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 440,948 CHF | 147,983 CHF | 96.24% | 96.24% |
05/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 451,615 CHF | 151,538 CHF | 99.42% | 99.42% |
04/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,020 CHF | 154,340 CHF | 99.41% | 99.41% |
03/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,953 CHF | 148,651 CHF | 99.50% | 99.50% |
02/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,282 CHF | 149,094 CHF | 99.42% | 99.42% |