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 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,872 CHF | 124,624 CHF | 99.20% | 99.20% |
12/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,267 CHF | 126,089 CHF | 99.42% | 99.42% |
11/07/2024 | 0.72% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,316 CHF | 139,439 CHF | 98.79% | 98.79% |
10/07/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 418,834 CHF | 140,611 CHF | 99.51% | 99.51% |
09/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 420,078 CHF | 141,026 CHF | 98.67% | 98.67% |
08/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 421,906 CHF | 141,635 CHF | 99.46% | 99.46% |
05/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,541 CHF | 138,847 CHF | 99.31% | 99.31% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,016 CHF | 138,672 CHF | 99.56% | 99.56% |
03/07/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 429,238 CHF | 144,079 CHF | 99.26% | 99.26% |
02/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 404,072 CHF | 135,691 CHF | 99.17% | 99.17% |