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 | 0.94% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,262 CHF | 161,254 CHF | 99.61% | 99.61% |
12/07/2024 | 1.02% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,692 CHF | 148,064 CHF | 99.46% | 99.46% |
11/07/2024 | 0.93% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,748 CHF | 161,416 CHF | 99.06% | 99.06% |
10/07/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,421 CHF | 147,974 CHF | 99.57% | 99.57% |
09/07/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,788 CHF | 152,763 CHF | 99.55% | 99.55% |
08/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,202 CHF | 157,901 CHF | 99.54% | 99.54% |
05/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,220 CHF | 154,240 CHF | 99.56% | 99.56% |
04/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,618 CHF | 150,039 CHF | 99.56% | 99.56% |
03/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,527 CHF | 148,676 CHF | 99.57% | 99.57% |
02/07/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,686 CHF | 129,062 CHF | 99.57% | 99.57% |