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% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,395 CHF | 121,132 CHF | 99.38% | 99.38% |
12/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,199 CHF | 120,733 CHF | 99.37% | 99.37% |
11/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,769 CHF | 119,256 CHF | 99.37% | 99.37% |
10/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,628 CHF | 116,876 CHF | 99.37% | 99.37% |
09/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,252 CHF | 118,751 CHF | 99.37% | 99.37% |
08/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 342,708 CHF | 115,236 CHF | 99.38% | 99.38% |
05/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,663 CHF | 114,554 CHF | 99.38% | 99.38% |
04/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,122 CHF | 111,707 CHF | 98.59% | 98.59% |
03/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,802 CHF | 104,934 CHF | 99.38% | 99.38% |
02/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,206 CHF | 98,402 CHF | 99.37% | 99.37% |