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 | 0.92% | 1.07 CHF | 1.08 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 978,701 CHF | 329,234 CHF | 99.26% | 99.26% |
12/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 937,266 CHF | 315,422 CHF | 99.27% | 99.27% |
11/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 963,097 CHF | 324,032 CHF | 99.27% | 99.27% |
10/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 916,151 CHF | 308,384 CHF | 99.27% | 99.27% |
09/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 947,216 CHF | 318,739 CHF | 99.27% | 99.27% |
08/07/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 900,000 | 300,000 | 899,998 | 300,000 | 876,200 CHF | 295,067 CHF | 99.25% | 99.25% |
05/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 804,512 CHF | 271,171 CHF | 99.27% | 99.27% |
04/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 900,000 | 300,000 | 900,061 | 300,061 | 799,874 CHF | 269,660 CHF | 99.27% | 99.27% |
03/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 1,000,000 | 400,000 | 957,043 | 357,043 | 826,168 CHF | 311,538 CHF | 99.27% | 99.27% |
02/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 900,000 | 300,000 | 959,278 | 359,268 | 865,482 CHF | 326,659 CHF | 99.27% | 99.27% |