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 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,865 CHF | 83,955 CHF | 86.24% | 86.24% |
12/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,858 CHF | 90,619 CHF | 99.31% | 99.31% |
11/07/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,393 CHF | 101,131 CHF | 97.99% | 97.99% |
10/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,581 CHF | 95,527 CHF | 95.89% | 95.89% |
09/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,071 CHF | 97,024 CHF | 96.67% | 96.67% |
08/07/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,343 CHF | 88,448 CHF | 92.95% | 92.95% |
05/07/2024 | 1.08% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,422 CHF | 93,474 CHF | 95.53% | 95.53% |
04/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,504 CHF | 94,835 CHF | 99.31% | 99.31% |
03/07/2024 | 1.10% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,627 CHF | 91,542 CHF | 97.74% | 97.74% |
02/07/2024 | 1.22% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,742 CHF | 82,914 CHF | 99.31% | 99.31% |