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 | 0.74% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 401,847 CHF | 134,949 CHF | 99.38% | 99.38% |
12/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,204 CHF | 133,068 CHF | 99.38% | 99.38% |
11/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,688 CHF | 125,229 CHF | 99.38% | 99.38% |
10/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,115 CHF | 123,372 CHF | 99.37% | 99.37% |
09/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,523 CHF | 126,174 CHF | 99.38% | 99.38% |
08/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,064 CHF | 127,021 CHF | 99.38% | 99.38% |
05/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,108 CHF | 129,703 CHF | 99.38% | 99.38% |
04/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,039 CHF | 125,013 CHF | 98.59% | 98.59% |
03/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 369,954 CHF | 124,318 CHF | 99.37% | 99.37% |
02/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,548 CHF | 118,516 CHF | 99.38% | 99.38% |