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 | 0.55% | 1.86 CHF | 1.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 273,167 CHF | 91,556 CHF | 99.19% | 99.19% |
12/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 271,666 CHF | 91,055 CHF | 99.27% | 99.27% |
11/07/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 269,558 CHF | 90,353 CHF | 99.23% | 99.23% |
10/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 270,665 CHF | 90,722 CHF | 99.24% | 99.24% |
09/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 264,773 CHF | 88,758 CHF | 99.24% | 99.24% |
08/07/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 261,720 CHF | 87,740 CHF | 99.24% | 99.24% |
05/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 269,256 CHF | 90,252 CHF | 99.23% | 99.23% |
04/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 267,959 CHF | 89,820 CHF | 99.23% | 99.23% |
03/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 267,109 CHF | 89,536 CHF | 99.23% | 99.23% |
02/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 265,214 CHF | 88,905 CHF | 99.23% | 99.23% |