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 | 0.56% | 1.79 CHF | 1.80 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 803,019 CHF | 179,449 CHF | 99.27% | 99.27% |
12/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 782,592 CHF | 174,909 CHF | 99.27% | 99.27% |
11/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 764,578 CHF | 170,906 CHF | 99.27% | 99.27% |
10/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 748,121 CHF | 167,249 CHF | 99.27% | 99.27% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 746,895 CHF | 166,977 CHF | 99.27% | 99.27% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 765,284 CHF | 171,063 CHF | 99.22% | 99.22% |
05/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 761,549 CHF | 170,233 CHF | 99.27% | 99.27% |
04/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 742,783 CHF | 166,063 CHF | 99.27% | 99.27% |
03/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 717,009 CHF | 160,335 CHF | 99.27% | 99.27% |
02/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 660,967 CHF | 147,882 CHF | 99.26% | 99.26% |