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 | 0.85% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 701,228 CHF | 235,743 CHF | 92.97% | 92.97% |
12/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 725,133 CHF | 243,711 CHF | 94.13% | 94.13% |
11/07/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 755,623 CHF | 253,874 CHF | 91.29% | 91.29% |
10/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 775,048 CHF | 260,349 CHF | 87.22% | 87.22% |
09/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 782,979 CHF | 262,993 CHF | 85.57% | 85.57% |
08/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 766,168 CHF | 257,389 CHF | 85.26% | 85.26% |
05/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 764,567 CHF | 256,856 CHF | 90.44% | 90.44% |
04/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 784,658 CHF | 263,552 CHF | 78.10% | 78.10% |
03/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 783,377 CHF | 263,126 CHF | 92.36% | 92.36% |
02/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 801,910 CHF | 269,303 CHF | 96.41% | 96.41% |