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 | 1.02% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 293,195 CHF | 98,732 CHF | 96.68% | 96.68% |
12/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,980 CHF | 96,993 CHF | 98.97% | 98.97% |
11/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,967 CHF | 97,656 CHF | 99.06% | 99.06% |
10/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,054 CHF | 93,685 CHF | 96.60% | 96.60% |
09/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,273 CHF | 92,758 CHF | 98.06% | 98.06% |
08/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 306,667 | 102,222 | 266,789 CHF | 89,952 CHF | 98.76% | 98.76% |
05/07/2024 | 1.24% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,254 CHF | 121,585 CHF | 94.94% | 94.94% |
04/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,143 CHF | 122,881 CHF | 98.65% | 98.65% |
03/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,615 CHF | 120,705 CHF | 99.10% | 99.10% |
02/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 435,848 | 145,283 | 352,841 CHF | 119,067 CHF | 98.64% | 98.64% |