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 | 0.92% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,235 CHF | 109,745 CHF | 99.14% | 99.14% |
12/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,531 CHF | 123,844 CHF | 99.22% | 99.22% |
11/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,561 CHF | 118,854 CHF | 98.62% | 98.62% |
10/07/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,983 CHF | 118,661 CHF | 99.23% | 99.23% |
09/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,862 CHF | 117,954 CHF | 99.23% | 99.23% |
08/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,227 CHF | 116,409 CHF | 99.22% | 99.22% |
05/07/2024 | 0.79% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 380,270 CHF | 127,757 CHF | 99.21% | 99.21% |
04/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,740 CHF | 122,580 CHF | 99.23% | 99.23% |
03/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 349,084 CHF | 117,361 CHF | 99.22% | 99.22% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,618 CHF | 111,873 CHF | 99.22% | 99.22% |