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 | 0.61% | 1.55 CHF | 1.56 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 810,908 CHF | 244,772 CHF | 99.38% | 99.38% |
12/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 830,564 CHF | 250,669 CHF | 99.38% | 99.38% |
11/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 809,593 CHF | 244,378 CHF | 99.37% | 99.37% |
10/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 745,423 CHF | 225,127 CHF | 99.36% | 99.36% |
09/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 745,525 CHF | 225,158 CHF | 99.38% | 99.38% |
08/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 740,904 CHF | 223,771 CHF | 99.37% | 99.37% |
05/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 732,244 CHF | 221,173 CHF | 99.38% | 99.38% |
04/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 716,054 CHF | 216,316 CHF | 98.82% | 98.82% |
03/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 673,344 CHF | 203,503 CHF | 99.37% | 99.37% |
02/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 658,403 CHF | 199,021 CHF | 99.37% | 99.37% |