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 | 1.10% | 0.92 CHF | 0.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 451,154 CHF | 91,231 CHF | 99.27% | 99.27% |
12/07/2024 | 1.04% | 0.91 CHF | 0.92 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 478,858 CHF | 96,772 CHF | 99.27% | 99.27% |
11/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 495,073 CHF | 100,015 CHF | 99.27% | 99.27% |
10/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 514,138 CHF | 103,828 CHF | 99.27% | 99.27% |
09/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 520,020 CHF | 105,004 CHF | 99.27% | 99.27% |
08/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 525,118 CHF | 106,024 CHF | 99.25% | 99.25% |
05/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 515,950 CHF | 104,190 CHF | 99.27% | 99.27% |
04/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 540,064 CHF | 109,013 CHF | 99.27% | 99.27% |
03/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 581,203 CHF | 117,241 CHF | 99.27% | 99.27% |
02/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 610,432 CHF | 123,086 CHF | 99.27% | 99.27% |