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 | 0.98% | 1.05 CHF | 1.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 758,142 CHF | 255,214 CHF | 99.44% | 99.44% |
12/07/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 644,331 CHF | 217,277 CHF | 99.63% | 99.63% |
11/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 900,000 | 300,000 | 776,902 | 258,967 | 697,539 CHF | 235,103 CHF | 99.44% | 99.44% |
10/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 750,000 | 250,000 | 750,555 | 250,185 | 712,598 CHF | 240,035 CHF | 99.51% | 99.51% |
09/07/2024 | 0.86% | 1.08 CHF | 1.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 865,889 CHF | 291,130 CHF | 97.30% | 97.30% |
08/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 865,500 CHF | 291,000 CHF | 99.50% | 99.50% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 864,943 CHF | 290,814 CHF | 99.50% | 99.50% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 853,218 CHF | 286,906 CHF | 99.56% | 99.56% |
03/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 871,947 CHF | 293,149 CHF | 99.51% | 99.51% |
02/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 916,849 CHF | 308,116 CHF | 98.40% | 98.40% |