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 | 0.79% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,787 CHF | 127,262 CHF | 99.38% | 99.38% |
12/07/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,437 CHF | 125,146 CHF | 99.38% | 99.38% |
11/07/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 311,481 | 103,827 | 363,916 CHF | 122,344 CHF | 99.37% | 99.37% |
10/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 434,851 | 144,950 | 500,775 CHF | 168,375 CHF | 99.37% | 99.37% |
09/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 366,070 | 122,023 | 430,346 CHF | 144,669 CHF | 99.38% | 99.38% |
08/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 378,101 | 126,034 | 448,346 CHF | 150,709 CHF | 99.38% | 99.38% |
05/07/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 329,719 | 109,906 | 399,495 CHF | 134,264 CHF | 99.38% | 99.38% |
04/07/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 445,151 | 148,384 | 520,624 CHF | 175,025 CHF | 98.59% | 98.59% |
03/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 523,893 CHF | 176,131 CHF | 99.37% | 99.37% |
02/07/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,488 CHF | 167,996 CHF | 99.37% | 99.37% |