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 | 0.82% | 1.27 CHF | 1.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,871 CHF | 122,290 CHF | 98.78% | 98.78% |
12/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,216 CHF | 123,405 CHF | 99.43% | 99.43% |
11/07/2024 | 0.74% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 405,753 CHF | 136,251 CHF | 98.86% | 98.86% |
10/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 402,284 CHF | 135,095 CHF | 99.17% | 99.17% |
09/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,360 CHF | 135,453 CHF | 97.91% | 97.91% |
08/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 403,649 CHF | 135,550 CHF | 99.34% | 99.34% |
05/07/2024 | 0.78% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 381,428 CHF | 128,143 CHF | 99.23% | 99.23% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,409 CHF | 125,803 CHF | 99.57% | 99.57% |
03/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,185 CHF | 123,728 CHF | 99.45% | 99.45% |
02/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 401,791 | 133,930 | 466,898 CHF | 156,972 CHF | 99.47% | 99.47% |