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 | 0.86% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,754 CHF | 116,252 CHF | 99.17% | 99.17% |
12/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,339 CHF | 119,780 CHF | 99.24% | 99.24% |
11/07/2024 | 0.81% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,846 CHF | 123,949 CHF | 90.52% | 90.52% |
10/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,361 CHF | 121,120 CHF | 97.49% | 97.49% |
09/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 355,412 CHF | 119,471 CHF | 98.69% | 98.69% |
08/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 357,079 CHF | 120,026 CHF | 98.54% | 98.54% |
05/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 327,109 CHF | 110,036 CHF | 92.03% | 92.03% |
04/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,880 CHF | 111,293 CHF | 99.05% | 99.05% |
03/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,288 CHF | 108,763 CHF | 95.39% | 95.39% |
02/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,299 CHF | 105,766 CHF | 95.12% | 95.12% |