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 | 0.95% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,787 CHF | 105,929 CHF | 98.98% | 98.98% |
12/07/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 328,036 CHF | 110,345 CHF | 99.13% | 99.13% |
11/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 333,729 CHF | 112,243 CHF | 98.76% | 98.76% |
10/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 337,973 CHF | 113,658 CHF | 97.28% | 97.28% |
09/07/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,321 CHF | 112,440 CHF | 99.08% | 99.08% |
08/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,575 CHF | 111,525 CHF | 98.79% | 98.79% |
05/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,546 CHF | 111,182 CHF | 98.80% | 98.80% |
04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,203 CHF | 115,734 CHF | 97.66% | 97.66% |
03/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,613 CHF | 119,871 CHF | 98.78% | 98.78% |
02/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 380,818 CHF | 127,939 CHF | 98.74% | 98.74% |