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 | 0.75% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 399,505 CHF | 134,168 CHF | 99.01% | 99.01% |
12/07/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 373,349 CHF | 125,450 CHF | 99.69% | 99.69% |
11/07/2024 | 0.84% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,969 CHF | 119,323 CHF | 98.78% | 98.78% |
10/07/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 342,114 CHF | 115,038 CHF | 98.50% | 98.50% |
09/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,720 CHF | 119,240 CHF | 99.55% | 99.55% |
08/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,809 CHF | 119,936 CHF | 96.24% | 96.24% |
05/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,195 CHF | 123,398 CHF | 99.46% | 99.46% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,394 CHF | 126,131 CHF | 99.41% | 99.41% |
03/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,559 CHF | 120,520 CHF | 99.46% | 99.46% |
02/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,532 CHF | 121,177 CHF | 99.40% | 99.40% |