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 | 1.09% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,692 CHF | 91,897 CHF | 99.38% | 99.38% |
12/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,738 CHF | 91,579 CHF | 99.37% | 99.37% |
11/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,604 CHF | 90,201 CHF | 99.37% | 99.37% |
10/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,610 CHF | 87,870 CHF | 99.37% | 99.37% |
09/07/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,123 CHF | 89,708 CHF | 99.37% | 99.37% |
08/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,995 CHF | 86,665 CHF | 99.38% | 99.38% |
05/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,514 CHF | 85,838 CHF | 99.38% | 99.38% |
04/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,799 CHF | 83,266 CHF | 98.59% | 98.59% |
03/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,078 CHF | 76,693 CHF | 99.38% | 99.38% |
02/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,093 CHF | 70,698 CHF | 99.37% | 99.37% |