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% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 343,846 CHF | 115,615 CHF | 94.91% | 94.91% |
12/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,470 CHF | 116,490 CHF | 99.17% | 99.17% |
11/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 348,754 CHF | 117,251 CHF | 98.13% | 98.13% |
10/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,502 CHF | 121,834 CHF | 99.23% | 99.23% |
09/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,684 CHF | 124,561 CHF | 99.23% | 99.23% |
08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,837 CHF | 122,612 CHF | 98.69% | 98.69% |
05/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,994 CHF | 124,331 CHF | 98.73% | 98.73% |
04/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,349 CHF | 124,116 CHF | 99.23% | 99.23% |
03/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,025 CHF | 124,342 CHF | 99.23% | 99.23% |
02/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,207 CHF | 124,069 CHF | 99.23% | 99.23% |