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 | 1.12% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 267,800 CHF | 45,133 CHF | 98.95% | 98.95% |
12/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 302,916 CHF | 50,986 CHF | 99.17% | 99.17% |
11/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 299,983 CHF | 50,497 CHF | 99.17% | 99.17% |
10/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 294,555 CHF | 49,593 CHF | 98.71% | 98.71% |
09/07/2024 | 0.99% | 0.95 CHF | 0.96 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 301,928 CHF | 50,821 CHF | 99.17% | 99.17% |
08/07/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 331,576 CHF | 55,763 CHF | 99.15% | 99.15% |
05/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 328,864 CHF | 55,311 CHF | 99.15% | 99.15% |
04/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 312,130 CHF | 52,522 CHF | 99.17% | 99.17% |
03/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 268,486 CHF | 45,248 CHF | 99.17% | 99.17% |
02/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 256,452 CHF | 43,242 CHF | 99.16% | 99.16% |