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 | 0.52% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 870,240 CHF | 291,580 CHF | 99.27% | 99.27% |
12/07/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 840,427 CHF | 281,642 CHF | 99.27% | 99.27% |
11/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 815,892 CHF | 273,464 CHF | 99.27% | 99.27% |
10/07/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 794,536 CHF | 266,346 CHF | 99.27% | 99.27% |
09/07/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 794,686 CHF | 266,395 CHF | 99.27% | 99.27% |
08/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 815,961 CHF | 273,487 CHF | 99.21% | 99.21% |
05/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 818,286 CHF | 274,262 CHF | 99.27% | 99.27% |
04/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 795,459 CHF | 266,653 CHF | 99.27% | 99.27% |
03/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 759,958 CHF | 254,819 CHF | 99.27% | 99.27% |
02/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 685,012 CHF | 229,837 CHF | 99.26% | 99.26% |