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 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,604 CHF | 96,535 CHF | 99.58% | 99.58% |
12/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,940 CHF | 97,647 CHF | 99.59% | 99.59% |
11/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 347,378 | 115,793 | 331,439 CHF | 111,638 CHF | 99.56% | 99.56% |
10/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 337,971 | 112,657 | 323,300 CHF | 108,893 CHF | 99.61% | 99.61% |
09/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 322,294 | 107,431 | 308,236 CHF | 103,820 CHF | 99.59% | 99.59% |
08/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 312,258 | 104,086 | 302,477 CHF | 101,866 CHF | 99.58% | 99.58% |
05/07/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,047 CHF | 104,682 CHF | 99.48% | 99.48% |
04/07/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,542 CHF | 106,181 CHF | 99.37% | 99.37% |
03/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,281 CHF | 101,760 CHF | 99.58% | 99.58% |
02/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,418 CHF | 104,473 CHF | 99.56% | 99.56% |