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 | 0.97% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 618,643 CHF | 208,214 CHF | 99.27% | 99.27% |
12/07/2024 | 1.01% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 593,795 CHF | 199,932 CHF | 99.27% | 99.27% |
11/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 573,818 CHF | 193,273 CHF | 99.27% | 99.27% |
10/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 555,800 CHF | 187,267 CHF | 99.27% | 99.27% |
09/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 555,415 CHF | 187,138 CHF | 99.27% | 99.27% |
08/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 576,524 CHF | 194,175 CHF | 99.20% | 99.20% |
05/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 575,514 CHF | 193,838 CHF | 99.26% | 99.26% |
04/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 557,318 CHF | 187,773 CHF | 99.27% | 99.27% |
03/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 526,989 CHF | 177,663 CHF | 99.27% | 99.27% |
02/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 464,652 CHF | 156,884 CHF | 99.27% | 99.27% |