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 | 0.99% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,357 CHF | 101,119 CHF | 99.17% | 99.17% |
12/07/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,064 CHF | 99,021 CHF | 99.16% | 99.16% |
11/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,376 CHF | 99,126 CHF | 99.17% | 99.17% |
10/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,623 CHF | 94,208 CHF | 99.16% | 99.16% |
09/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,118 CHF | 96,040 CHF | 99.16% | 99.16% |
08/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,996 CHF | 100,665 CHF | 99.15% | 99.15% |
05/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,887 CHF | 101,296 CHF | 99.13% | 99.13% |
04/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 327,017 CHF | 110,006 CHF | 99.17% | 99.17% |
03/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,320 CHF | 106,107 CHF | 99.15% | 99.15% |
02/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,958 CHF | 103,319 CHF | 99.16% | 99.16% |