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 | 1.15% | 0.87 CHF | 0.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 259,690 CHF | 262,690 CHF | 100.00% | 100.00% |
12/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 262,600 CHF | 265,600 CHF | 99.77% | 99.77% |
11/07/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 266,090 CHF | 269,090 CHF | 100.00% | 100.00% |
10/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 270,643 CHF | 273,643 CHF | 94.71% | 94.71% |
09/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 270,230 CHF | 273,230 CHF | 99.67% | 99.67% |
08/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 263,682 CHF | 266,682 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 271,027 CHF | 274,027 CHF | 100.00% | 100.00% |
04/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 277,181 CHF | 280,181 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 283,543 CHF | 286,543 CHF | 99.33% | 99.33% |
02/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 287,616 CHF | 290,616 CHF | 99.62% | 99.62% |