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 | 300,000 | 100,000 | 300,000 | 100,000 | 453,050 CHF | 152,017 CHF | 99.27% | 99.27% |
12/07/2024 | 0.69% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 316,192 | 105,397 | 455,896 CHF | 153,019 CHF | 99.27% | 99.27% |
11/07/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 396,059 | 132,020 | 548,508 CHF | 184,156 CHF | 99.27% | 99.27% |
10/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 605,055 CHF | 203,185 CHF | 99.27% | 99.27% |
09/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 604,485 CHF | 202,995 CHF | 99.27% | 99.27% |
08/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 629,132 CHF | 211,211 CHF | 99.21% | 99.21% |
05/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,104 CHF | 209,868 CHF | 99.26% | 99.26% |
04/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 600,590 CHF | 201,697 CHF | 99.27% | 99.27% |
03/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,436 CHF | 189,645 CHF | 99.27% | 99.27% |
02/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 491,865 CHF | 165,455 CHF | 99.27% | 99.27% |