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 | 0.69% | 1.49 CHF | 1.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 217,881 CHF | 73,127 CHF | 99.19% | 99.19% |
12/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 216,344 CHF | 72,615 CHF | 99.27% | 99.27% |
11/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 214,248 CHF | 71,916 CHF | 99.24% | 99.24% |
10/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 215,396 CHF | 72,299 CHF | 99.23% | 99.23% |
09/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 209,395 CHF | 70,298 CHF | 99.23% | 99.23% |
08/07/2024 | 0.72% | 1.31 CHF | 1.32 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 206,509 CHF | 69,336 CHF | 99.24% | 99.24% |
05/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 213,845 CHF | 71,782 CHF | 99.23% | 99.23% |
04/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 212,414 CHF | 71,305 CHF | 99.23% | 99.23% |
03/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 211,449 CHF | 70,983 CHF | 99.24% | 99.24% |
02/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 209,454 CHF | 70,318 CHF | 99.23% | 99.23% |