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 | 0.71% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 419,398 CHF | 140,799 CHF | 96.85% | 96.85% |
12/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,685 CHF | 138,895 CHF | 98.81% | 98.81% |
11/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,593 CHF | 139,531 CHF | 99.03% | 99.03% |
10/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 400,799 CHF | 134,600 CHF | 96.54% | 96.54% |
09/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,368 CHF | 133,456 CHF | 98.10% | 98.10% |
08/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 380,583 CHF | 127,861 CHF | 98.81% | 98.81% |
05/07/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,546 CHF | 118,849 CHF | 94.94% | 94.94% |
04/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,240 CHF | 119,747 CHF | 98.66% | 98.66% |
03/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,256 CHF | 117,752 CHF | 99.11% | 99.11% |
02/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,993 CHF | 119,331 CHF | 98.63% | 98.63% |