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% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 299,995 | 100,000 | 433,358 CHF | 145,455 CHF | 98.95% | 98.95% |
12/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 436,973 CHF | 146,658 CHF | 99.26% | 99.26% |
11/07/2024 | 0.63% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 478,653 CHF | 160,551 CHF | 98.90% | 98.90% |
10/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 474,739 CHF | 159,246 CHF | 99.30% | 99.30% |
09/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 475,671 CHF | 159,557 CHF | 97.95% | 97.95% |
08/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 476,130 CHF | 159,710 CHF | 99.31% | 99.31% |
05/07/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 452,411 CHF | 151,804 CHF | 99.25% | 99.25% |
04/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 445,020 CHF | 149,340 CHF | 99.56% | 99.56% |
03/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,745 CHF | 147,248 CHF | 99.45% | 99.45% |
02/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,646 CHF | 140,215 CHF | 99.49% | 99.49% |