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 | 1.10% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,207 CHF | 91,402 CHF | 94.91% | 94.91% |
12/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,489 CHF | 90,830 CHF | 99.18% | 99.18% |
11/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,124 CHF | 90,375 CHF | 98.13% | 98.13% |
10/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,590 CHF | 86,197 CHF | 99.24% | 99.24% |
09/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,017 CHF | 83,339 CHF | 99.24% | 99.24% |
08/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,100 CHF | 85,033 CHF | 98.69% | 98.69% |
05/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,052 CHF | 83,684 CHF | 98.73% | 98.73% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,861 CHF | 84,287 CHF | 99.23% | 99.23% |
03/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,854 CHF | 84,618 CHF | 99.23% | 99.23% |
02/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,283 CHF | 85,428 CHF | 99.23% | 99.23% |