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 | 1.07% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,179 CHF | 93,727 CHF | 98.95% | 98.95% |
12/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,497 CHF | 94,499 CHF | 99.28% | 99.28% |
11/07/2024 | 0.94% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,642 CHF | 107,547 CHF | 98.90% | 98.90% |
10/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,633 CHF | 106,211 CHF | 99.23% | 99.23% |
09/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,736 CHF | 105,912 CHF | 97.99% | 97.99% |
08/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,953 CHF | 106,318 CHF | 99.36% | 99.36% |
05/07/2024 | 1.02% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,414 CHF | 98,471 CHF | 99.30% | 99.30% |
04/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,828 CHF | 95,943 CHF | 99.56% | 99.56% |
03/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,550 CHF | 94,184 CHF | 99.47% | 99.47% |
02/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,855 | 100,285 | 259,992 CHF | 87,667 CHF | 99.45% | 99.45% |