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 | 0.93% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 316,261 | 105,420 | 337,456 CHF | 113,539 CHF | 99.12% | 99.12% |
12/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 446,074 CHF | 150,191 CHF | 99.40% | 99.40% |
11/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,819 CHF | 141,773 CHF | 98.77% | 98.77% |
10/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 402,748 CHF | 135,749 CHF | 98.50% | 98.50% |
09/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 420,246 CHF | 141,582 CHF | 99.55% | 99.55% |
08/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,486 CHF | 142,995 CHF | 96.24% | 96.24% |
05/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 438,538 CHF | 147,679 CHF | 99.48% | 99.48% |
04/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 449,386 CHF | 151,295 CHF | 99.41% | 99.41% |
03/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,407 CHF | 143,636 CHF | 99.60% | 99.60% |
02/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,219 CHF | 144,906 CHF | 99.30% | 99.30% |