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 | 0.85% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,417 CHF | 117,806 CHF | 99.19% | 99.19% |
12/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,095 CHF | 113,698 CHF | 99.27% | 99.27% |
11/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,216 CHF | 113,072 CHF | 99.23% | 99.23% |
10/07/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,014 CHF | 120,671 CHF | 99.23% | 99.23% |
09/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,975 CHF | 123,992 CHF | 99.24% | 99.24% |
08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,554 CHF | 122,185 CHF | 99.24% | 99.24% |
05/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 383,799 CHF | 128,933 CHF | 99.23% | 99.23% |
04/07/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 390,710 CHF | 131,237 CHF | 99.23% | 99.23% |
03/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,802 CHF | 132,267 CHF | 99.23% | 99.23% |
02/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,417 CHF | 129,139 CHF | 99.23% | 99.23% |