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 | 0.78% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 299,924 | 99,975 | 384,824 CHF | 129,274 CHF | 96.69% | 96.69% |
12/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,829 CHF | 127,276 CHF | 98.81% | 98.81% |
11/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 380,577 CHF | 127,859 CHF | 99.22% | 99.22% |
10/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,252 CHF | 122,751 CHF | 96.56% | 96.56% |
09/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,124 CHF | 121,708 CHF | 97.99% | 97.99% |
08/07/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,914 CHF | 115,971 CHF | 98.76% | 98.76% |
05/07/2024 | 0.94% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,066 CHF | 107,022 CHF | 94.94% | 94.94% |
04/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,106 CHF | 108,035 CHF | 98.64% | 98.64% |
03/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,847 CHF | 105,949 CHF | 99.08% | 99.08% |
02/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,882 CHF | 108,294 CHF | 98.63% | 98.63% |