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 | 0.64% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 467,951 CHF | 156,984 CHF | 99.11% | 99.11% |
12/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 463,552 CHF | 155,517 CHF | 99.27% | 99.27% |
11/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 476,003 CHF | 159,668 CHF | 98.67% | 98.67% |
10/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 480,132 CHF | 161,044 CHF | 99.20% | 99.20% |
09/07/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 491,182 CHF | 164,727 CHF | 99.24% | 99.24% |
08/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,990 CHF | 155,997 CHF | 99.23% | 99.23% |
05/07/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 468,540 CHF | 157,180 CHF | 99.24% | 99.24% |
04/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 461,150 CHF | 154,717 CHF | 99.01% | 99.01% |
03/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 497,174 CHF | 166,725 CHF | 98.84% | 98.84% |
02/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,314 CHF | 180,438 CHF | 99.24% | 99.24% |