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 | 1.10% | 0.86 CHF | 0.87 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 272,689 CHF | 45,948 CHF | 99.17% | 99.17% |
12/07/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 265,090 CHF | 44,682 CHF | 99.16% | 99.16% |
11/07/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 265,375 CHF | 44,729 CHF | 99.17% | 99.17% |
10/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 248,759 CHF | 41,960 CHF | 99.16% | 99.16% |
09/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 254,583 CHF | 42,930 CHF | 99.16% | 99.16% |
08/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 269,198 CHF | 45,366 CHF | 99.15% | 99.15% |
05/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 270,724 CHF | 45,621 CHF | 99.14% | 99.14% |
04/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 299,412 CHF | 50,402 CHF | 99.17% | 99.17% |
03/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 286,382 CHF | 48,230 CHF | 99.15% | 99.15% |
02/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 277,429 CHF | 46,738 CHF | 99.16% | 99.16% |