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 | 0.97% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 511,098 CHF | 103,220 CHF | 99.27% | 99.27% |
12/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 525,203 CHF | 106,041 CHF | 99.27% | 99.27% |
11/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 534,546 CHF | 107,909 CHF | 99.27% | 99.27% |
10/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 522,980 CHF | 105,596 CHF | 99.27% | 99.27% |
09/07/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 534,976 CHF | 107,995 CHF | 99.27% | 99.27% |
08/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 545,450 CHF | 110,090 CHF | 99.25% | 99.25% |
05/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 511,977 CHF | 103,395 CHF | 99.27% | 99.27% |
04/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 495,613 CHF | 100,123 CHF | 99.27% | 99.27% |
03/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 489,399 CHF | 98,880 CHF | 99.27% | 99.27% |
02/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 482,191 CHF | 97,438 CHF | 99.27% | 99.27% |