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 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,789 CHF | 101,596 CHF | 99.42% | 99.42% |
12/07/2024 | 0.91% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 328,048 CHF | 110,349 CHF | 99.41% | 99.41% |
11/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,626 CHF | 111,875 CHF | 99.41% | 99.41% |
10/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 349,834 CHF | 117,611 CHF | 99.41% | 99.41% |
09/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,708 CHF | 121,903 CHF | 99.42% | 99.42% |
08/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,048 CHF | 122,683 CHF | 99.41% | 99.41% |
05/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 355,279 CHF | 119,426 CHF | 99.41% | 99.41% |
04/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,162 CHF | 123,387 CHF | 99.41% | 99.41% |
03/07/2024 | 0.76% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 391,982 CHF | 131,661 CHF | 99.41% | 99.41% |
02/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,324 CHF | 137,441 CHF | 99.31% | 99.31% |