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 | 0.99% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,950 CHF | 101,983 CHF | 99.18% | 99.18% |
12/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,156 CHF | 98,385 CHF | 96.20% | 96.20% |
11/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,870 CHF | 94,290 CHF | 88.37% | 88.37% |
10/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,338 CHF | 79,446 CHF | 99.24% | 99.24% |
09/07/2024 | 1.26% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,570 CHF | 80,190 CHF | 96.19% | 96.19% |
08/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,755 CHF | 84,252 CHF | 99.24% | 99.24% |
05/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,865 CHF | 79,955 CHF | 97.69% | 97.69% |
04/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,909 CHF | 81,303 CHF | 99.23% | 99.23% |
03/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,277 CHF | 81,759 CHF | 98.55% | 98.55% |
02/07/2024 | 1.16% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,987 CHF | 86,663 CHF | 97.12% | 97.12% |