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 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 342,848 CHF | 115,283 CHF | 96.83% | 96.83% |
12/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,181 CHF | 113,727 CHF | 98.81% | 98.81% |
11/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,073 CHF | 114,358 CHF | 99.06% | 99.06% |
10/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,415 CHF | 109,805 CHF | 96.58% | 96.58% |
09/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,427 CHF | 108,809 CHF | 98.08% | 98.08% |
08/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,660 CHF | 103,553 CHF | 98.76% | 98.76% |
05/07/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,322 CHF | 95,441 CHF | 94.94% | 94.94% |
04/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,128 CHF | 96,376 CHF | 98.65% | 98.65% |
03/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,683 CHF | 94,561 CHF | 99.05% | 99.05% |
02/07/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,632 CHF | 96,211 CHF | 98.63% | 98.63% |