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 | 1.03% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,700 CHF | 97,233 CHF | 99.27% | 99.27% |
12/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,498 CHF | 99,166 CHF | 99.27% | 99.27% |
11/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,063 CHF | 94,688 CHF | 99.27% | 99.27% |
10/07/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,581 CHF | 99,860 CHF | 99.27% | 99.27% |
09/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,806 CHF | 103,269 CHF | 99.27% | 99.27% |
08/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,442 CHF | 102,481 CHF | 99.21% | 99.21% |
05/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,496 CHF | 103,832 CHF | 99.27% | 99.27% |
04/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,406 CHF | 103,135 CHF | 99.27% | 99.27% |
03/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,453 CHF | 99,818 CHF | 99.27% | 99.27% |
02/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,840 CHF | 97,947 CHF | 99.27% | 99.27% |