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 | 0.79% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 379,694 CHF | 127,565 CHF | 99.16% | 99.16% |
12/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,125 CHF | 125,042 CHF | 85.85% | 85.85% |
11/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 364,725 CHF | 122,575 CHF | 99.23% | 99.23% |
10/07/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,737 CHF | 104,912 CHF | 99.24% | 99.24% |
09/07/2024 | 0.90% | 1.03 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 330,630 CHF | 111,210 CHF | 99.24% | 99.24% |
08/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,037 CHF | 112,346 CHF | 99.23% | 99.23% |
05/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,324 CHF | 116,441 CHF | 93.18% | 93.18% |
04/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 354,325 CHF | 119,108 CHF | 97.32% | 97.32% |
03/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 342,754 CHF | 115,252 CHF | 99.23% | 99.23% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,241 CHF | 111,747 CHF | 97.30% | 97.30% |