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% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,450 CHF | 123,817 CHF | 90.16% | 90.16% |
12/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,897 CHF | 125,632 CHF | 97.78% | 97.78% |
11/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 366,658 CHF | 123,219 CHF | 95.72% | 95.72% |
10/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,547 CHF | 122,849 CHF | 95.39% | 95.39% |
09/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,397 CHF | 120,466 CHF | 96.69% | 96.69% |
08/07/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 376,229 CHF | 126,410 CHF | 96.20% | 96.20% |
05/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,513 CHF | 124,838 CHF | 91.82% | 91.82% |
04/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 366,230 CHF | 123,077 CHF | 88.84% | 88.84% |
03/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,077 CHF | 119,692 CHF | 94.24% | 94.24% |
02/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,002 CHF | 116,667 CHF | 95.91% | 95.91% |