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 | 1.01% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 524,606 | 174,869 | 515,582 CHF | 173,609 CHF | 99.27% | 99.27% |
12/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 502,346 | 167,449 | 512,724 CHF | 172,582 CHF | 99.27% | 99.27% |
11/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 467,761 | 155,920 | 488,087 CHF | 164,255 CHF | 99.27% | 99.27% |
10/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 599,665 | 199,888 | 609,837 CHF | 205,278 CHF | 99.27% | 99.27% |
09/07/2024 | 0.95% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 496,786 | 165,595 | 519,805 CHF | 174,924 CHF | 99.27% | 99.27% |
08/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 465,857 | 155,286 | 500,184 CHF | 168,281 CHF | 99.25% | 99.25% |
05/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 595,741 CHF | 200,580 CHF | 99.27% | 99.27% |
04/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 570,943 CHF | 192,314 CHF | 99.27% | 99.27% |
03/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 562,478 CHF | 189,493 CHF | 99.27% | 99.27% |
02/07/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 553,068 CHF | 186,356 CHF | 99.27% | 99.27% |