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 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,795 CHF | 120,598 CHF | 99.41% | 99.41% |
12/07/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 385,463 CHF | 129,488 CHF | 99.42% | 99.42% |
11/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,699 CHF | 130,900 CHF | 99.41% | 99.41% |
10/07/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,030 CHF | 136,677 CHF | 99.41% | 99.41% |
09/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 420,018 CHF | 141,006 CHF | 99.42% | 99.42% |
08/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 422,089 CHF | 141,696 CHF | 99.41% | 99.41% |
05/07/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,054 CHF | 138,685 CHF | 99.42% | 99.42% |
04/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,664 CHF | 142,555 CHF | 99.41% | 99.41% |
03/07/2024 | 0.67% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 449,739 CHF | 150,913 CHF | 99.42% | 99.42% |
02/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 466,748 CHF | 156,583 CHF | 99.31% | 99.31% |