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 | 0.89% | 1.26 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 668,247 CHF | 224,749 CHF | 78.89% | 98.12% |
12/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 577,535 CHF | 194,512 CHF | 98.95% | 98.95% |
11/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 617,826 CHF | 207,942 CHF | 98.16% | 98.16% |
10/07/2024 | 0.96% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 621,378 CHF | 209,126 CHF | 99.02% | 99.02% |
09/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 627,952 CHF | 211,317 CHF | 98.90% | 98.90% |
08/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 636,433 CHF | 214,144 CHF | 99.09% | 99.09% |
05/07/2024 | 1.07% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 557,847 CHF | 187,949 CHF | 98.70% | 98.70% |
04/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 600,137 CHF | 202,046 CHF | 99.37% | 99.37% |
03/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 642,632 CHF | 216,211 CHF | 99.40% | 99.40% |
02/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 688,344 CHF | 231,448 CHF | 98.95% | 98.95% |