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% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,222 CHF | 119,741 CHF | 99.14% | 99.14% |
12/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,542 CHF | 120,514 CHF | 99.10% | 99.10% |
11/07/2024 | 0.74% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 401,707 CHF | 134,902 CHF | 98.98% | 98.98% |
10/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,578 CHF | 133,526 CHF | 99.14% | 99.14% |
09/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,803 CHF | 133,268 CHF | 97.99% | 97.99% |
08/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,830 CHF | 133,610 CHF | 99.40% | 99.40% |
05/07/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,904 CHF | 125,301 CHF | 99.32% | 99.32% |
04/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,557 CHF | 122,519 CHF | 99.57% | 99.57% |
03/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,491 CHF | 120,497 CHF | 99.45% | 99.45% |
02/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 335,455 CHF | 112,818 CHF | 99.48% | 99.48% |