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% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 571,299 CHF | 191,433 CHF | 99.27% | 99.27% |
12/07/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 550,846 CHF | 184,615 CHF | 99.27% | 99.27% |
11/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 533,381 CHF | 178,794 CHF | 99.27% | 99.27% |
10/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 517,516 CHF | 173,505 CHF | 99.27% | 99.27% |
09/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,504 CHF | 173,168 CHF | 99.27% | 99.27% |
08/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 533,667 CHF | 178,889 CHF | 99.21% | 99.21% |
05/07/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 530,541 CHF | 177,847 CHF | 99.26% | 99.26% |
04/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 512,201 CHF | 171,734 CHF | 99.27% | 99.27% |
03/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 486,938 CHF | 163,313 CHF | 99.27% | 99.27% |
02/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 433,610 | 144,537 | 626,415 CHF | 210,250 CHF | 99.26% | 99.26% |