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 | 0.87% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 343,969 CHF | 115,656 CHF | 99.38% | 99.38% |
12/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 343,491 CHF | 115,497 CHF | 99.37% | 99.37% |
11/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,893 CHF | 113,964 CHF | 99.37% | 99.37% |
10/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 329,866 CHF | 110,956 CHF | 99.37% | 99.37% |
09/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,411 CHF | 113,137 CHF | 99.37% | 99.37% |
08/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,368 CHF | 107,789 CHF | 99.38% | 99.38% |
05/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,251 CHF | 106,750 CHF | 99.38% | 99.38% |
04/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,213 CHF | 103,071 CHF | 98.59% | 98.59% |
03/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,902 CHF | 93,967 CHF | 99.38% | 99.38% |
02/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,064 CHF | 87,688 CHF | 99.37% | 99.37% |