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 | 1.06% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,591 CHF | 94,864 CHF | 99.19% | 99.19% |
12/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,221 CHF | 99,074 CHF | 99.27% | 99.27% |
11/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,840 CHF | 99,613 CHF | 99.23% | 99.23% |
10/07/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,735 CHF | 91,578 CHF | 99.24% | 99.24% |
09/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,950 CHF | 88,317 CHF | 99.23% | 99.23% |
08/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,104 CHF | 90,035 CHF | 99.24% | 99.24% |
05/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,388 CHF | 83,796 CHF | 99.23% | 99.23% |
04/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,997 CHF | 81,666 CHF | 99.23% | 99.23% |
03/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,593 CHF | 80,531 CHF | 99.23% | 99.23% |
02/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,532 CHF | 83,178 CHF | 99.24% | 99.24% |