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 | 1.05% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,065 CHF | 95,688 CHF | 92.12% | 92.12% |
12/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,543 CHF | 97,181 CHF | 93.99% | 93.99% |
11/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,964 CHF | 94,655 CHF | 93.66% | 93.66% |
10/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,772 CHF | 94,591 CHF | 87.74% | 87.74% |
09/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,194 CHF | 92,065 CHF | 93.78% | 93.78% |
08/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,039 CHF | 95,680 CHF | 89.68% | 89.68% |
05/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,142 CHF | 96,714 CHF | 98.70% | 98.70% |
04/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,664 CHF | 90,888 CHF | 86.00% | 86.00% |
03/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,079 CHF | 89,360 CHF | 94.47% | 94.47% |
02/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,259 CHF | 86,420 CHF | 95.01% | 95.01% |