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 | 0.81% | 1.35 CHF | 1.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 737,828 CHF | 247,943 CHF | 97.83% | 97.83% |
12/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 802,632 CHF | 270,044 CHF | 98.47% | 98.47% |
11/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 680,419 CHF | 228,806 CHF | 98.44% | 98.44% |
10/07/2024 | 0.87% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 683,248 CHF | 229,749 CHF | 99.02% | 99.02% |
09/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 690,657 CHF | 232,219 CHF | 98.87% | 98.87% |
08/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 697,941 CHF | 234,647 CHF | 99.04% | 99.04% |
05/07/2024 | 0.96% | 1.11 CHF | 1.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 624,957 CHF | 210,319 CHF | 98.66% | 98.66% |
04/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 664,970 CHF | 223,657 CHF | 99.37% | 99.37% |
03/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 705,291 CHF | 237,097 CHF | 99.41% | 99.41% |
02/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 748,627 CHF | 251,542 CHF | 98.99% | 98.99% |