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 | 0.91% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,656 CHF | 109,885 CHF | 86.23% | 86.23% |
12/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,174 CHF | 103,725 CHF | 99.31% | 99.31% |
11/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,755 CHF | 93,585 CHF | 97.99% | 97.99% |
10/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,829 CHF | 99,610 CHF | 95.90% | 95.90% |
09/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,034 CHF | 98,345 CHF | 96.67% | 96.67% |
08/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,316 CHF | 106,439 CHF | 92.95% | 92.95% |
05/07/2024 | 0.98% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,111 CHF | 102,370 CHF | 95.51% | 95.51% |
04/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,981 CHF | 101,327 CHF | 99.31% | 99.31% |
03/07/2024 | 0.96% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 312,576 CHF | 105,192 CHF | 97.74% | 97.74% |
02/07/2024 | 0.88% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 339,388 CHF | 114,129 CHF | 99.31% | 99.31% |