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% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,482 CHF | 96,494 CHF | 99.42% | 99.42% |
12/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,296 CHF | 109,432 CHF | 99.42% | 99.42% |
11/07/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,000 CHF | 94,667 CHF | 98.06% | 98.06% |
10/07/2024 | 1.24% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,656 CHF | 81,219 CHF | 98.90% | 98.90% |
09/07/2024 | 1.23% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,434 CHF | 81,811 CHF | 99.42% | 99.42% |
08/07/2024 | 1.04% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,509 CHF | 96,503 CHF | 99.41% | 99.41% |
05/07/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,077 CHF | 109,692 CHF | 99.14% | 99.14% |
04/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,850 CHF | 107,617 CHF | 99.39% | 99.39% |
03/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,904 CHF | 107,635 CHF | 99.42% | 99.42% |
02/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,733 CHF | 96,578 CHF | 99.31% | 99.31% |