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 | 0.97% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 299,843 | 99,948 | 307,880 CHF | 103,626 CHF | 99.12% | 99.12% |
12/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,521 CHF | 104,174 CHF | 99.14% | 99.14% |
11/07/2024 | 0.84% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,005 CHF | 119,668 CHF | 98.86% | 98.86% |
10/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,758 CHF | 118,253 CHF | 99.20% | 99.20% |
09/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,765 CHF | 117,922 CHF | 97.95% | 97.95% |
08/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,132 CHF | 118,377 CHF | 99.36% | 99.36% |
05/07/2024 | 0.92% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,979 CHF | 109,660 CHF | 99.34% | 99.34% |
04/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,012 CHF | 106,671 CHF | 99.55% | 99.55% |
03/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,479 CHF | 104,493 CHF | 99.50% | 99.50% |
02/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,232 CHF | 96,411 CHF | 99.46% | 99.46% |