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 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,501 CHF | 125,500 CHF | 98.96% | 98.96% |
12/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,746 CHF | 129,915 CHF | 99.15% | 99.15% |
11/07/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 392,603 CHF | 131,868 CHF | 98.77% | 98.77% |
10/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,249 CHF | 133,083 CHF | 97.27% | 97.27% |
09/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 392,867 CHF | 131,956 CHF | 99.10% | 99.10% |
08/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 390,020 CHF | 131,007 CHF | 98.79% | 98.79% |
05/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,324 CHF | 130,775 CHF | 98.78% | 98.78% |
04/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,127 CHF | 135,376 CHF | 97.64% | 97.64% |
03/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,166 CHF | 139,389 CHF | 98.78% | 98.78% |
02/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 439,000 CHF | 147,333 CHF | 98.74% | 98.74% |