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 | 1.04% | 0.96 CHF | 0.97 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 479,572 CHF | 96,914 CHF | 99.27% | 99.27% |
12/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 484,794 CHF | 97,959 CHF | 99.27% | 99.27% |
11/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 494,762 CHF | 99,952 CHF | 99.27% | 99.27% |
10/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 504,762 CHF | 101,952 CHF | 99.27% | 99.27% |
09/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 515,319 CHF | 104,064 CHF | 99.27% | 99.27% |
08/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 524,319 CHF | 105,864 CHF | 99.25% | 99.25% |
05/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 525,364 CHF | 106,073 CHF | 99.27% | 99.27% |
04/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 526,927 CHF | 106,385 CHF | 99.27% | 99.27% |
03/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 529,989 CHF | 106,998 CHF | 99.27% | 99.27% |
02/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 530,265 CHF | 107,053 CHF | 99.27% | 99.27% |