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 | 0.82% | 1.22 CHF | 1.23 CHF | 80,000 | 80,000 | 83,998 | 83,998 | 102,021 CHF | 102,861 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 84,000 | 84,000 | 83,113 | 83,113 | 101,355 CHF | 102,186 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 84,000 | 84,000 | 83,150 | 83,150 | 100,847 CHF | 101,680 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 84,000 | 84,000 | 83,152 | 83,152 | 101,155 CHF | 101,987 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 98,250 CHF | 99,090 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 99,870 CHF | 100,710 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 97,223 CHF | 98,063 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 95,405 CHF | 96,245 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 88,000 | 88,000 | 87,053 | 87,053 | 96,856 CHF | 97,727 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 95,080 CHF | 95,960 CHF | 100.00% | 100.00% |