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 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 278,691 | 92,897 | 289,976 CHF | 97,588 CHF | 99.23% | 99.23% |
12/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,953 CHF | 106,318 CHF | 99.05% | 99.05% |
11/07/2024 | 0.83% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,298 CHF | 121,099 CHF | 98.73% | 98.73% |
10/07/2024 | 0.82% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,210 CHF | 122,070 CHF | 99.51% | 99.51% |
09/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,444 CHF | 122,481 CHF | 98.58% | 98.58% |
08/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,939 CHF | 122,980 CHF | 99.39% | 99.39% |
05/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 355,460 CHF | 119,487 CHF | 99.30% | 99.30% |
04/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,741 CHF | 119,247 CHF | 99.56% | 99.56% |
03/07/2024 | 0.80% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,191 CHF | 125,064 CHF | 99.34% | 99.34% |
02/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,167 CHF | 116,389 CHF | 99.18% | 99.18% |