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 | 0.98% | 0.98 CHF | 0.99 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 457,790 CHF | 102,731 CHF | 99.38% | 99.38% |
12/07/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 435,151 CHF | 97,700 CHF | 99.38% | 99.38% |
11/07/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 416,539 CHF | 93,564 CHF | 99.38% | 99.38% |
10/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 393,156 CHF | 88,368 CHF | 99.37% | 99.37% |
09/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 403,287 CHF | 90,619 CHF | 99.37% | 99.37% |
08/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 399,668 CHF | 89,815 CHF | 99.38% | 99.38% |
05/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 432,347 CHF | 97,077 CHF | 99.37% | 99.37% |
04/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 416,593 CHF | 93,576 CHF | 98.58% | 98.58% |
03/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 401,241 CHF | 90,165 CHF | 99.37% | 99.37% |
02/07/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 361,263 CHF | 81,281 CHF | 99.38% | 99.38% |