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 | 0.92% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 324,040 CHF | 109,013 CHF | 99.16% | 99.16% |
12/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,419 CHF | 106,473 CHF | 85.85% | 85.85% |
11/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,891 CHF | 103,964 CHF | 99.22% | 99.22% |
10/07/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,011 CHF | 86,337 CHF | 99.23% | 99.23% |
09/07/2024 | 1.09% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,778 CHF | 92,593 CHF | 99.24% | 99.24% |
08/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,426 CHF | 93,809 CHF | 99.23% | 99.23% |
05/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,663 CHF | 97,888 CHF | 93.18% | 93.18% |
04/07/2024 | 1.00% | 1.00 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,250 CHF | 100,417 CHF | 97.32% | 97.32% |
03/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,778 CHF | 96,593 CHF | 99.24% | 99.24% |
02/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,302 CHF | 93,101 CHF | 97.30% | 97.30% |