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 | 0.75% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,408 CHF | 133,469 CHF | 99.16% | 99.16% |
12/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,948 CHF | 136,983 CHF | 99.24% | 99.24% |
11/07/2024 | 0.71% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 420,340 CHF | 141,113 CHF | 90.52% | 90.52% |
10/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,000 CHF | 138,333 CHF | 97.49% | 97.49% |
09/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 406,673 CHF | 136,558 CHF | 98.69% | 98.69% |
08/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 409,070 CHF | 137,357 CHF | 98.54% | 98.54% |
05/07/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,629 CHF | 127,210 CHF | 92.03% | 92.03% |
04/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,518 CHF | 128,506 CHF | 99.05% | 99.05% |
03/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,180 CHF | 126,060 CHF | 95.39% | 95.39% |
02/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 366,141 CHF | 123,047 CHF | 95.11% | 95.11% |