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 | 0.84% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,091 CHF | 119,697 CHF | 92.11% | 92.11% |
12/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,444 CHF | 121,148 CHF | 93.99% | 93.99% |
11/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,734 CHF | 118,578 CHF | 93.66% | 93.66% |
10/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,534 CHF | 118,511 CHF | 87.74% | 87.74% |
09/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,963 CHF | 115,988 CHF | 93.79% | 93.79% |
08/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 355,504 CHF | 119,501 CHF | 89.68% | 89.68% |
05/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,787 CHF | 120,596 CHF | 98.72% | 98.72% |
04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,418 CHF | 114,806 CHF | 86.01% | 86.01% |
03/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,620 CHF | 113,207 CHF | 94.48% | 94.48% |
02/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 327,617 CHF | 110,206 CHF | 95.02% | 95.02% |