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 | 0.93% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 643,468 CHF | 216,489 CHF | 98.96% | 98.96% |
12/07/2024 | 0.95% | 1.12 CHF | 1.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 629,281 CHF | 211,760 CHF | 96.02% | 96.02% |
11/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 651,392 CHF | 219,131 CHF | 94.35% | 94.35% |
10/07/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 603,730 CHF | 203,243 CHF | 95.26% | 95.26% |
09/07/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 603,995 CHF | 203,332 CHF | 97.25% | 97.25% |
08/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 555,712 CHF | 187,237 CHF | 94.83% | 94.83% |
05/07/2024 | 1.26% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 473,614 CHF | 159,871 CHF | 86.17% | 86.17% |
04/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 466,226 CHF | 157,409 CHF | 99.36% | 99.36% |
03/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 464,914 CHF | 156,971 CHF | 89.59% | 89.59% |
02/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 401,772 CHF | 135,924 CHF | 97.60% | 97.60% |