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 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,506 CHF | 96,169 CHF | 98.67% | 98.67% |
12/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,627 CHF | 92,542 CHF | 98.77% | 98.77% |
11/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,315 CHF | 79,438 CHF | 99.22% | 99.22% |
10/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,865 CHF | 77,289 CHF | 97.38% | 97.38% |
09/07/2024 | 1.24% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,530 CHF | 81,177 CHF | 98.39% | 98.39% |
08/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,209 CHF | 88,736 CHF | 97.36% | 97.36% |
05/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,444 CHF | 94,148 CHF | 98.58% | 98.58% |
04/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,053 CHF | 94,351 CHF | 93.09% | 93.09% |
03/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,262 CHF | 93,421 CHF | 99.23% | 99.23% |
02/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,992 CHF | 85,997 CHF | 98.87% | 98.87% |