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 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,453 CHF | 101,151 CHF | 99.28% | 99.28% |
12/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,136 CHF | 101,045 CHF | 98.55% | 98.55% |
11/07/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,779 CHF | 95,260 CHF | 92.39% | 92.39% |
10/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,617 CHF | 90,872 CHF | 98.56% | 98.56% |
09/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,137 CHF | 89,379 CHF | 99.18% | 99.18% |
08/07/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,738 CHF | 92,913 CHF | 99.29% | 99.29% |
05/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,690 CHF | 84,563 CHF | 99.27% | 99.27% |
04/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,174 CHF | 85,391 CHF | 99.31% | 99.31% |
03/07/2024 | 1.08% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,976 CHF | 92,992 CHF | 98.96% | 98.96% |
02/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,224 CHF | 94,075 CHF | 99.14% | 99.14% |