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 | 0.78% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 385,067 CHF | 129,356 CHF | 99.41% | 99.41% |
12/07/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,795 CHF | 142,265 CHF | 99.41% | 99.41% |
11/07/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 379,389 CHF | 127,463 CHF | 98.07% | 98.07% |
10/07/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,877 CHF | 113,959 CHF | 98.90% | 98.90% |
09/07/2024 | 0.88% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,581 CHF | 114,527 CHF | 99.42% | 99.42% |
08/07/2024 | 0.78% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,630 CHF | 129,210 CHF | 99.41% | 99.41% |
05/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,061 CHF | 142,354 CHF | 99.14% | 99.14% |
04/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,821 CHF | 140,274 CHF | 99.39% | 99.39% |
03/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,951 CHF | 140,317 CHF | 99.42% | 99.42% |
02/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,419 CHF | 129,140 CHF | 99.31% | 99.31% |