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 | 0.69% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 434,494 CHF | 145,831 CHF | 96.72% | 96.72% |
12/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 427,613 CHF | 143,538 CHF | 98.93% | 98.93% |
11/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 429,552 CHF | 144,184 CHF | 99.04% | 99.04% |
10/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,843 CHF | 139,281 CHF | 96.58% | 96.58% |
09/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 411,580 CHF | 138,193 CHF | 98.04% | 98.04% |
08/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 395,163 CHF | 132,721 CHF | 98.74% | 98.74% |
05/07/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,642 CHF | 123,881 CHF | 94.94% | 94.94% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 371,401 CHF | 124,800 CHF | 98.64% | 98.64% |
03/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 365,674 CHF | 122,891 CHF | 99.13% | 99.13% |
02/07/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 370,428 CHF | 124,476 CHF | 98.64% | 98.64% |