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 | 1.02% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 437,305 CHF | 98,179 CHF | 99.38% | 99.38% |
12/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 413,624 CHF | 92,917 CHF | 99.38% | 99.38% |
11/07/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 393,533 CHF | 88,452 CHF | 99.38% | 99.38% |
10/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 366,825 CHF | 82,517 CHF | 99.37% | 99.37% |
09/07/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 377,816 CHF | 84,959 CHF | 99.38% | 99.38% |
08/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 399,622 CHF | 89,805 CHF | 99.38% | 99.38% |
05/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 431,316 CHF | 96,848 CHF | 99.37% | 99.37% |
04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 413,538 CHF | 92,897 CHF | 98.59% | 98.59% |
03/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 396,805 CHF | 89,179 CHF | 99.37% | 99.37% |
02/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 352,428 CHF | 79,317 CHF | 99.38% | 99.38% |