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 | 0.99% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,000 CHF | 101,333 CHF | 99.19% | 99.19% |
12/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,485 CHF | 105,495 CHF | 99.27% | 99.27% |
11/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,077 CHF | 106,026 CHF | 99.23% | 99.23% |
10/07/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,966 CHF | 97,989 CHF | 99.24% | 99.24% |
09/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,300 CHF | 94,767 CHF | 99.23% | 99.23% |
08/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,316 CHF | 96,439 CHF | 99.23% | 99.23% |
05/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,829 CHF | 90,276 CHF | 99.23% | 99.23% |
04/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,395 CHF | 88,132 CHF | 99.23% | 99.23% |
03/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,011 CHF | 87,004 CHF | 99.23% | 99.23% |
02/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,977 CHF | 89,659 CHF | 99.24% | 99.24% |