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 | 0.66% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 681,198 CHF | 228,566 CHF | 99.27% | 99.27% |
12/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 661,169 CHF | 221,890 CHF | 99.27% | 99.27% |
11/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 642,933 CHF | 215,811 CHF | 99.27% | 99.27% |
10/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,870 CHF | 210,123 CHF | 99.27% | 99.27% |
09/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,491 CHF | 209,997 CHF | 99.27% | 99.27% |
08/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 643,685 CHF | 216,062 CHF | 99.21% | 99.21% |
05/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 641,049 CHF | 215,183 CHF | 99.27% | 99.27% |
04/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 624,359 CHF | 209,620 CHF | 99.27% | 99.27% |
03/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 598,390 CHF | 200,963 CHF | 99.27% | 99.27% |
02/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,882 CHF | 182,127 CHF | 99.26% | 99.26% |