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 | 0.58% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 341,412 CHF | 343,412 CHF | 99.81% | 99.81% |
12/07/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 351,187 CHF | 353,187 CHF | 99.77% | 99.77% |
11/07/2024 | 0.53% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 373,699 CHF | 375,699 CHF | 100.00% | 100.00% |
10/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 383,194 CHF | 385,194 CHF | 94.51% | 94.51% |
09/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 377,664 CHF | 379,664 CHF | 99.48% | 99.48% |
08/07/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 380,394 CHF | 382,394 CHF | 99.81% | 99.81% |
05/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 374,081 CHF | 376,081 CHF | 99.81% | 99.81% |
04/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 373,892 CHF | 375,892 CHF | 99.81% | 99.81% |
03/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 376,875 CHF | 378,875 CHF | 99.14% | 99.14% |
02/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 371,742 CHF | 373,742 CHF | 99.43% | 99.43% |