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 | 1.12% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,488 CHF | 89,496 CHF | 99.27% | 99.27% |
12/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,843 CHF | 91,614 CHF | 99.27% | 99.27% |
11/07/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,914 CHF | 87,305 CHF | 99.27% | 99.27% |
10/07/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,919 CHF | 92,640 CHF | 99.27% | 99.27% |
09/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,841 CHF | 95,947 CHF | 99.27% | 99.27% |
08/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,844 CHF | 94,948 CHF | 99.20% | 99.20% |
05/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,843 CHF | 96,281 CHF | 99.26% | 99.26% |
04/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,387 CHF | 95,462 CHF | 99.27% | 99.27% |
03/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,321 CHF | 92,440 CHF | 99.27% | 99.27% |
02/07/2024 | 1.12% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,622 CHF | 90,207 CHF | 99.27% | 99.27% |