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 | 0.94% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 530,950 CHF | 107,190 CHF | 99.27% | 99.27% |
12/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 543,103 CHF | 109,621 CHF | 99.27% | 99.27% |
11/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 541,684 CHF | 109,337 CHF | 99.27% | 99.27% |
10/07/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 521,588 CHF | 105,318 CHF | 99.27% | 99.27% |
09/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 508,191 CHF | 102,638 CHF | 99.27% | 99.27% |
08/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 514,481 CHF | 103,896 CHF | 99.25% | 99.25% |
05/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 506,866 CHF | 102,373 CHF | 99.27% | 99.27% |
04/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 496,334 CHF | 100,267 CHF | 99.27% | 99.27% |
03/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 495,628 CHF | 100,126 CHF | 99.27% | 99.27% |
02/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 497,331 CHF | 100,466 CHF | 99.26% | 99.26% |