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 | 0.84% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 711,938 CHF | 239,313 CHF | 99.27% | 99.27% |
12/07/2024 | 0.89% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 669,502 CHF | 225,167 CHF | 99.27% | 99.27% |
11/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 646,934 CHF | 217,645 CHF | 99.27% | 99.27% |
10/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 618,136 CHF | 208,045 CHF | 99.27% | 99.27% |
09/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 608,478 CHF | 204,826 CHF | 99.27% | 99.27% |
08/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 602,196 CHF | 202,732 CHF | 99.25% | 99.25% |
05/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 619,344 CHF | 208,448 CHF | 99.26% | 99.26% |
04/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 582,768 CHF | 196,256 CHF | 99.27% | 99.27% |
03/07/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 519,714 CHF | 175,238 CHF | 99.26% | 99.26% |
02/07/2024 | 1.25% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 477,699 CHF | 161,233 CHF | 99.27% | 99.27% |