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% | 1.76 CHF | 1.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 797,334 CHF | 267,278 CHF | 99.38% | 99.38% |
12/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 796,742 CHF | 267,081 CHF | 99.38% | 99.38% |
11/07/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 776,475 CHF | 260,325 CHF | 99.38% | 99.38% |
10/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 787,661 CHF | 264,054 CHF | 99.38% | 99.38% |
09/07/2024 | 0.54% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 829,086 CHF | 277,862 CHF | 99.38% | 99.38% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 818,427 CHF | 274,309 CHF | 99.38% | 99.38% |
05/07/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 823,850 CHF | 276,117 CHF | 99.38% | 99.38% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 789,247 CHF | 264,582 CHF | 98.58% | 98.58% |
03/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 771,448 CHF | 258,649 CHF | 99.38% | 99.38% |
02/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 633,802 CHF | 212,767 CHF | 99.37% | 99.37% |