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 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 343,264 CHF | 115,421 CHF | 99.42% | 99.42% |
12/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,329 CHF | 107,110 CHF | 99.41% | 99.41% |
11/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,047 CHF | 106,016 CHF | 99.41% | 99.41% |
10/07/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,773 CHF | 100,591 CHF | 99.41% | 99.41% |
09/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,849 CHF | 96,283 CHF | 99.42% | 99.42% |
08/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,839 CHF | 94,946 CHF | 99.42% | 99.42% |
05/07/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 293,876 CHF | 98,959 CHF | 99.41% | 99.41% |
04/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,115 CHF | 95,705 CHF | 99.41% | 99.41% |
03/07/2024 | 1.15% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,214 CHF | 87,738 CHF | 99.41% | 99.41% |
02/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,872 CHF | 82,291 CHF | 99.31% | 99.31% |