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 | 0.76% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 393,250 CHF | 132,083 CHF | 99.19% | 99.19% |
12/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 405,690 CHF | 136,230 CHF | 99.27% | 99.27% |
11/07/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,014 CHF | 136,671 CHF | 99.23% | 99.23% |
10/07/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,776 CHF | 128,592 CHF | 99.23% | 99.23% |
09/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,957 CHF | 125,319 CHF | 99.24% | 99.24% |
08/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 377,936 CHF | 126,979 CHF | 99.24% | 99.24% |
05/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,388 CHF | 120,796 CHF | 99.23% | 99.23% |
04/07/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,960 CHF | 118,653 CHF | 99.23% | 99.23% |
03/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 349,539 CHF | 117,513 CHF | 99.23% | 99.23% |
02/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 357,193 CHF | 120,064 CHF | 99.24% | 99.24% |