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 | 300,000 | 100,000 | 300,000 | 100,000 | 306,394 CHF | 103,131 CHF | 99.58% | 99.58% |
12/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,802 CHF | 107,267 CHF | 99.57% | 99.57% |
11/07/2024 | 0.89% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 334,628 CHF | 112,543 CHF | 93.75% | 93.75% |
10/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 322,796 CHF | 108,599 CHF | 98.50% | 98.50% |
09/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,854 CHF | 106,618 CHF | 99.03% | 99.03% |
08/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,590 CHF | 107,530 CHF | 99.58% | 99.58% |
05/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,615 CHF | 95,205 CHF | 89.70% | 89.70% |
04/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,711 CHF | 96,904 CHF | 99.20% | 99.20% |
03/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,394 CHF | 93,131 CHF | 97.74% | 97.74% |
02/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,109 CHF | 89,703 CHF | 95.41% | 95.41% |