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 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 361,728 CHF | 121,576 CHF | 93.60% | 93.60% |
12/07/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,623 CHF | 121,208 CHF | 93.23% | 93.23% |
11/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,848 CHF | 116,616 CHF | 94.45% | 94.45% |
10/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,321 CHF | 118,107 CHF | 96.11% | 96.11% |
09/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 366,493 CHF | 123,164 CHF | 91.36% | 91.36% |
08/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,371 CHF | 122,457 CHF | 95.78% | 95.78% |
05/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,427 CHF | 123,809 CHF | 92.63% | 92.63% |
04/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,902 CHF | 122,634 CHF | 90.46% | 90.46% |
03/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 362,839 CHF | 121,946 CHF | 96.86% | 96.86% |
02/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,662 CHF | 125,887 CHF | 94.72% | 94.72% |