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 | 0.94% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 426,744 | 142,248 | 451,613 CHF | 151,960 CHF | 99.59% | 99.59% |
12/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 314,322 | 104,774 | 343,792 CHF | 115,645 CHF | 99.59% | 99.59% |
11/07/2024 | 0.87% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 351,466 | 117,155 | 398,692 CHF | 134,069 CHF | 93.75% | 93.75% |
10/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 497,297 CHF | 167,266 CHF | 98.49% | 98.49% |
09/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,556 CHF | 164,352 CHF | 99.03% | 99.03% |
08/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 490,912 CHF | 165,137 CHF | 99.58% | 99.58% |
05/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 446,507 CHF | 150,336 CHF | 89.75% | 89.75% |
04/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,611 CHF | 152,704 CHF | 99.19% | 99.19% |
03/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,400 CHF | 148,633 CHF | 97.73% | 97.73% |
02/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,330 CHF | 144,610 CHF | 95.41% | 95.41% |