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 | 0.81% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,398 CHF | 123,799 CHF | 98.97% | 98.97% |
12/07/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,830 CHF | 114,943 CHF | 99.68% | 99.68% |
11/07/2024 | 0.93% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,902 CHF | 108,634 CHF | 98.71% | 98.71% |
10/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,034 CHF | 104,011 CHF | 98.47% | 98.47% |
09/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,603 CHF | 108,201 CHF | 99.57% | 99.57% |
08/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,016 CHF | 108,672 CHF | 96.26% | 96.26% |
05/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,331 CHF | 112,444 CHF | 99.49% | 99.49% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 342,875 CHF | 115,292 CHF | 99.39% | 99.39% |
03/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,260 CHF | 109,420 CHF | 99.61% | 99.61% |
02/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,778 CHF | 109,926 CHF | 99.39% | 99.39% |