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 | 0.98% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,197 CHF | 103,066 CHF | 99.16% | 99.16% |
12/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,971 CHF | 102,324 CHF | 99.24% | 99.24% |
11/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,482 CHF | 103,494 CHF | 98.03% | 98.03% |
10/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,362 CHF | 102,121 CHF | 99.24% | 99.24% |
09/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,372 CHF | 103,457 CHF | 99.24% | 99.24% |
08/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,226 CHF | 101,409 CHF | 99.16% | 99.16% |
05/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,166 CHF | 99,056 CHF | 98.43% | 98.43% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,001 CHF | 99,667 CHF | 99.23% | 99.23% |
03/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,214 CHF | 99,738 CHF | 98.55% | 98.55% |
02/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,104 CHF | 97,035 CHF | 99.23% | 99.23% |