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 | 0.70% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 850,913 CHF | 285,638 CHF | 98.68% | 98.68% |
12/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 828,761 CHF | 278,254 CHF | 98.81% | 98.81% |
11/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 844,417 CHF | 283,472 CHF | 98.81% | 98.81% |
10/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 840,649 CHF | 282,216 CHF | 98.76% | 98.76% |
09/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 838,984 CHF | 281,661 CHF | 98.76% | 98.76% |
08/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 824,077 CHF | 276,692 CHF | 98.73% | 98.73% |
05/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 784,398 CHF | 263,466 CHF | 98.77% | 98.77% |
04/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 784,928 CHF | 263,642 CHF | 98.74% | 98.74% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 772,354 CHF | 259,451 CHF | 98.83% | 98.83% |
02/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 828,715 CHF | 278,238 CHF | 98.71% | 98.71% |