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 | 0.88% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,626 CHF | 114,542 CHF | 99.09% | 99.09% |
12/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,472 CHF | 116,158 CHF | 99.28% | 99.28% |
11/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,413 CHF | 111,804 CHF | 98.67% | 98.67% |
10/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,877 CHF | 109,959 CHF | 99.20% | 99.20% |
09/07/2024 | 0.94% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,168 CHF | 106,389 CHF | 99.24% | 99.24% |
08/07/2024 | 0.87% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 341,863 CHF | 114,954 CHF | 99.24% | 99.24% |
05/07/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,776 CHF | 114,592 CHF | 99.23% | 99.23% |
04/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 348,496 CHF | 117,165 CHF | 99.01% | 99.01% |
03/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 312,234 CHF | 105,078 CHF | 98.84% | 98.84% |
02/07/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,068 CHF | 90,689 CHF | 99.24% | 99.24% |