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 | 1.02% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 584,640 CHF | 196,880 CHF | 97.93% | 97.93% |
12/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 540,456 CHF | 182,152 CHF | 98.98% | 98.98% |
11/07/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 495,957 CHF | 167,319 CHF | 97.20% | 97.20% |
10/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 484,175 CHF | 163,392 CHF | 89.28% | 89.28% |
09/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 492,320 CHF | 166,107 CHF | 99.41% | 99.41% |
08/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,056 CHF | 165,019 CHF | 97.55% | 97.55% |
05/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 495,945 CHF | 167,315 CHF | 96.82% | 96.82% |
04/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 498,274 CHF | 168,091 CHF | 99.37% | 99.37% |
03/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 507,765 CHF | 171,255 CHF | 97.70% | 97.70% |
02/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 497,621 CHF | 167,874 CHF | 94.58% | 94.58% |