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 | 1.01% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,657 CHF | 99,552 CHF | 99.39% | 99.39% |
12/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,940 CHF | 99,314 CHF | 98.66% | 98.66% |
11/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,525 CHF | 93,509 CHF | 92.50% | 92.50% |
10/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,039 CHF | 89,346 CHF | 98.65% | 98.65% |
09/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,156 CHF | 87,719 CHF | 99.28% | 99.28% |
08/07/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,696 CHF | 91,232 CHF | 99.40% | 99.40% |
05/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,278 CHF | 83,093 CHF | 99.37% | 99.37% |
04/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,965 CHF | 83,988 CHF | 99.41% | 99.41% |
03/07/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,427 CHF | 91,476 CHF | 99.02% | 99.02% |
02/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,762 CHF | 92,587 CHF | 99.13% | 99.13% |