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% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 615,848 CHF | 207,282 CHF | 98.79% | 98.79% |
12/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 517,132 CHF | 174,377 CHF | 98.88% | 98.88% |
11/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 556,582 CHF | 187,527 CHF | 98.47% | 98.47% |
10/07/2024 | 1.07% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 559,810 CHF | 188,603 CHF | 98.98% | 98.98% |
09/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 566,710 CHF | 190,903 CHF | 98.93% | 98.93% |
08/07/2024 | 1.04% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 574,575 CHF | 193,525 CHF | 99.08% | 99.08% |
05/07/2024 | 1.20% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 499,094 CHF | 168,365 CHF | 98.57% | 98.57% |
04/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 539,767 CHF | 181,922 CHF | 99.38% | 99.38% |
03/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 581,160 CHF | 195,720 CHF | 99.35% | 99.35% |
02/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 625,791 CHF | 210,597 CHF | 98.98% | 98.98% |