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 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,496 CHF | 105,499 CHF | 99.38% | 99.38% |
12/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,896 CHF | 104,299 CHF | 99.37% | 99.37% |
11/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,086 CHF | 102,362 CHF | 99.37% | 99.37% |
10/07/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,116 CHF | 99,039 CHF | 99.37% | 99.37% |
09/07/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,164 CHF | 101,721 CHF | 99.37% | 99.37% |
08/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,787 CHF | 96,929 CHF | 99.38% | 99.38% |
05/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,368 CHF | 95,790 CHF | 99.38% | 99.38% |
04/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,911 CHF | 91,970 CHF | 98.59% | 98.59% |
03/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,574 CHF | 81,858 CHF | 99.38% | 99.38% |
02/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,096 CHF | 73,699 CHF | 99.37% | 99.37% |