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 | 0.90% | 1.08 CHF | 1.09 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 495,843 CHF | 111,187 CHF | 99.38% | 99.38% |
12/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 495,725 CHF | 111,161 CHF | 99.38% | 99.38% |
11/07/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 473,607 CHF | 106,246 CHF | 99.37% | 99.37% |
10/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 458,336 CHF | 102,852 CHF | 99.37% | 99.37% |
09/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 484,317 CHF | 108,626 CHF | 99.37% | 99.37% |
08/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 483,096 CHF | 108,355 CHF | 99.38% | 99.38% |
05/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 477,794 CHF | 107,176 CHF | 99.38% | 99.38% |
04/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 477,511 CHF | 107,114 CHF | 98.82% | 98.82% |
03/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 477,130 CHF | 107,029 CHF | 99.38% | 99.38% |
02/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 455,791 CHF | 102,287 CHF | 99.38% | 99.38% |