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 | 1.00% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,038 CHF | 100,013 CHF | 90.15% | 90.15% |
12/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,361 CHF | 101,787 CHF | 97.74% | 97.74% |
11/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,423 CHF | 99,474 CHF | 95.79% | 95.79% |
10/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,596 CHF | 99,199 CHF | 95.45% | 95.45% |
09/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,476 CHF | 96,826 CHF | 96.81% | 96.81% |
08/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,469 CHF | 102,823 CHF | 94.95% | 94.95% |
05/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,618 CHF | 101,206 CHF | 91.96% | 91.96% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,217 CHF | 99,406 CHF | 88.84% | 88.84% |
03/07/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,125 CHF | 96,042 CHF | 94.36% | 94.36% |
02/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,509 CHF | 93,170 CHF | 95.90% | 95.90% |