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 | 0.54% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 366,059 CHF | 368,059 CHF | 99.81% | 99.81% |
12/07/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 357,490 CHF | 359,490 CHF | 99.77% | 99.77% |
11/07/2024 | 0.59% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 335,814 CHF | 337,814 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 327,191 CHF | 329,191 CHF | 94.51% | 94.51% |
09/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 333,377 CHF | 335,377 CHF | 99.48% | 99.48% |
08/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 331,427 CHF | 333,427 CHF | 99.81% | 99.81% |
05/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 338,804 CHF | 340,804 CHF | 99.81% | 99.81% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 339,993 CHF | 341,993 CHF | 99.81% | 99.81% |
03/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 337,627 CHF | 339,627 CHF | 99.14% | 99.14% |
02/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 343,794 CHF | 345,794 CHF | 99.43% | 99.43% |