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 | 1.10% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,427 CHF | 91,809 CHF | 99.59% | 99.59% |
12/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,758 CHF | 96,253 CHF | 99.59% | 99.59% |
11/07/2024 | 0.99% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,277 CHF | 101,759 CHF | 93.72% | 93.72% |
10/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,373 CHF | 97,791 CHF | 98.50% | 98.50% |
09/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,982 CHF | 95,661 CHF | 99.03% | 99.03% |
08/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,126 CHF | 96,709 CHF | 99.58% | 99.58% |
05/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,174 CHF | 83,725 CHF | 89.72% | 89.72% |
04/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,591 CHF | 85,197 CHF | 99.19% | 99.19% |
03/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,291 CHF | 81,764 CHF | 97.72% | 97.72% |
02/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,582 CHF | 78,194 CHF | 95.40% | 95.40% |