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 | 0.96% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,987 CHF | 104,996 CHF | 99.14% | 99.14% |
12/07/2024 | 1.05% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,770 CHF | 95,923 CHF | 99.19% | 99.19% |
11/07/2024 | 0.96% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,266 CHF | 104,755 CHF | 99.22% | 99.22% |
10/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,842 CHF | 104,614 CHF | 99.23% | 99.23% |
09/07/2024 | 0.93% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,499 CHF | 108,166 CHF | 90.35% | 90.35% |
08/07/2024 | 1.11% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,197 CHF | 90,733 CHF | 99.22% | 99.22% |
05/07/2024 | 1.33% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,132 CHF | 75,711 CHF | 97.21% | 97.21% |
04/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,486 CHF | 75,162 CHF | 99.05% | 99.05% |
03/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,725 CHF | 73,908 CHF | 98.98% | 98.98% |
02/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,597 CHF | 70,866 CHF | 96.95% | 96.95% |