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 | 0.67% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 670,328 CHF | 224,942 CHF | 99.47% | 99.47% |
12/07/2024 | 0.71% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 633,807 CHF | 212,769 CHF | 99.41% | 99.41% |
11/07/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 671,338 CHF | 225,279 CHF | 99.01% | 99.01% |
10/07/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 633,937 CHF | 212,812 CHF | 99.59% | 99.59% |
09/07/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 647,660 CHF | 217,387 CHF | 99.56% | 99.56% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 662,005 CHF | 222,168 CHF | 99.57% | 99.57% |
05/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 652,370 CHF | 218,957 CHF | 99.58% | 99.58% |
04/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,447 CHF | 215,649 CHF | 99.56% | 99.56% |
03/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 639,194 CHF | 214,565 CHF | 99.50% | 99.50% |
02/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 583,653 CHF | 196,051 CHF | 99.57% | 99.57% |