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 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 418,518 CHF | 140,506 CHF | 99.11% | 99.11% |
12/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,274 CHF | 142,091 CHF | 99.27% | 99.27% |
11/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,125 CHF | 137,708 CHF | 98.67% | 98.67% |
10/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 404,471 CHF | 135,824 CHF | 99.20% | 99.20% |
09/07/2024 | 0.76% | 1.27 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,672 CHF | 132,224 CHF | 99.24% | 99.24% |
08/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 419,251 CHF | 140,750 CHF | 99.23% | 99.23% |
05/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 418,246 CHF | 140,415 CHF | 99.23% | 99.23% |
04/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 425,988 CHF | 142,996 CHF | 99.01% | 99.01% |
03/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,570 CHF | 130,857 CHF | 98.84% | 98.84% |
02/07/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,263 CHF | 116,421 CHF | 99.23% | 99.23% |