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 | 1.24% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,139 CHF | 81,380 CHF | 99.16% | 99.16% |
12/07/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,802 CHF | 94,601 CHF | 99.17% | 99.17% |
11/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,729 CHF | 119,910 CHF | 99.17% | 99.17% |
10/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,042 CHF | 118,681 CHF | 99.16% | 99.16% |
09/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,372 CHF | 124,124 CHF | 99.17% | 99.17% |
08/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,053 CHF | 116,018 CHF | 99.15% | 99.15% |
05/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 329,123 CHF | 110,708 CHF | 99.16% | 99.16% |
04/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,876 CHF | 102,625 CHF | 99.17% | 99.17% |
03/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 291,976 CHF | 98,325 CHF | 99.17% | 99.17% |
02/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,430 CHF | 96,810 CHF | 99.16% | 99.16% |