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% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,209 CHF | 155,570 CHF | 99.27% | 99.27% |
12/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 478,352 CHF | 160,951 CHF | 99.27% | 99.27% |
11/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 489,217 CHF | 164,572 CHF | 99.27% | 99.27% |
10/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 475,813 CHF | 160,104 CHF | 99.27% | 99.27% |
09/07/2024 | 0.91% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,451 CHF | 164,984 CHF | 99.27% | 99.27% |
08/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 503,046 CHF | 169,182 CHF | 99.25% | 99.25% |
05/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,440 CHF | 155,980 CHF | 99.27% | 99.27% |
04/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,036 CHF | 149,512 CHF | 99.27% | 99.27% |
03/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 437,462 CHF | 147,321 CHF | 99.27% | 99.27% |
02/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,377 CHF | 144,626 CHF | 99.27% | 99.27% |