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 | 1.02% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 293,800 CHF | 98,933 CHF | 99.27% | 99.27% |
12/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,431 CHF | 101,477 CHF | 99.27% | 99.27% |
11/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,088 CHF | 102,029 CHF | 99.27% | 99.27% |
10/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,120 CHF | 97,373 CHF | 99.27% | 99.27% |
09/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,027 CHF | 99,676 CHF | 99.27% | 99.27% |
08/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,873 CHF | 93,958 CHF | 99.24% | 99.24% |
05/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,880 CHF | 91,293 CHF | 99.27% | 99.27% |
04/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,803 CHF | 99,601 CHF | 99.27% | 99.27% |
03/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,594 CHF | 99,198 CHF | 99.27% | 99.27% |
02/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,749 CHF | 97,583 CHF | 99.27% | 99.27% |