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 | 1.03% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 430,650 | 143,550 | 416,578 CHF | 140,295 CHF | 98.76% | 98.76% |
12/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 316,477 | 105,492 | 317,355 CHF | 106,840 CHF | 99.59% | 99.59% |
11/07/2024 | 0.95% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 351,071 | 117,024 | 366,429 CHF | 123,313 CHF | 93.75% | 93.75% |
10/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,388 CHF | 153,629 CHF | 98.49% | 98.49% |
09/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,896 CHF | 150,799 CHF | 99.03% | 99.03% |
08/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 450,056 CHF | 151,519 CHF | 99.58% | 99.58% |
05/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,409 CHF | 136,636 CHF | 89.82% | 89.82% |
04/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,130 CHF | 138,543 CHF | 99.19% | 99.19% |
03/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,263 CHF | 134,921 CHF | 97.73% | 97.73% |
02/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 387,646 CHF | 130,715 CHF | 94.34% | 94.34% |