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 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,217 CHF | 95,739 CHF | 99.17% | 99.17% |
12/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,127 CHF | 89,376 CHF | 99.17% | 99.17% |
11/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,241 CHF | 92,080 CHF | 99.16% | 99.16% |
10/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,107 CHF | 95,036 CHF | 99.16% | 99.16% |
09/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,968 CHF | 90,989 CHF | 99.17% | 99.17% |
08/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,373 CHF | 91,458 CHF | 99.16% | 99.16% |
05/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,099 CHF | 93,700 CHF | 99.15% | 99.15% |
04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,839 CHF | 93,280 CHF | 99.17% | 99.17% |
03/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,123 CHF | 88,708 CHF | 99.15% | 99.15% |
02/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,581 CHF | 78,860 CHF | 99.17% | 99.17% |