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 | 0.98% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,959 CHF | 102,320 CHF | 96.72% | 96.72% |
12/07/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,896 CHF | 100,632 CHF | 99.05% | 99.05% |
11/07/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,777 CHF | 101,259 CHF | 99.17% | 99.17% |
10/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,998 CHF | 96,666 CHF | 96.57% | 96.57% |
09/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,978 CHF | 95,659 CHF | 98.01% | 98.01% |
08/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,862 CHF | 90,287 CHF | 98.78% | 98.78% |
05/07/2024 | 1.22% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,300 CHF | 82,434 CHF | 94.94% | 94.94% |
04/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,285 CHF | 83,428 CHF | 98.62% | 98.62% |
03/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,762 CHF | 81,587 CHF | 99.08% | 99.08% |
02/07/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,575 CHF | 83,525 CHF | 98.63% | 98.63% |