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 | 0.96% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 518,955 CHF | 104,791 CHF | 99.27% | 99.27% |
12/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 514,663 CHF | 103,933 CHF | 99.27% | 99.27% |
11/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 522,508 CHF | 105,502 CHF | 99.27% | 99.27% |
10/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 538,190 CHF | 108,638 CHF | 99.27% | 99.27% |
09/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 551,709 CHF | 111,342 CHF | 99.27% | 99.27% |
08/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 539,098 CHF | 108,820 CHF | 99.25% | 99.25% |
05/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 531,964 CHF | 107,393 CHF | 99.27% | 99.27% |
04/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 533,317 CHF | 107,663 CHF | 99.27% | 99.27% |
03/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 540,534 CHF | 109,107 CHF | 99.27% | 99.27% |
02/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 552,361 CHF | 111,472 CHF | 99.27% | 99.27% |