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 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,109 CHF | 104,036 CHF | 99.38% | 99.38% |
12/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,234 CHF | 103,745 CHF | 99.37% | 99.37% |
11/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,220 CHF | 102,740 CHF | 99.37% | 99.37% |
10/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,849 CHF | 100,616 CHF | 99.37% | 99.37% |
09/07/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,650 CHF | 102,217 CHF | 99.37% | 99.37% |
08/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,822 CHF | 98,607 CHF | 99.38% | 99.38% |
05/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,789 CHF | 97,930 CHF | 99.38% | 99.38% |
04/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,466 CHF | 95,155 CHF | 98.59% | 98.59% |
03/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,828 CHF | 88,943 CHF | 99.38% | 99.38% |
02/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,382 CHF | 83,794 CHF | 99.37% | 99.37% |