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 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 104,998 | 104,998 | 85,579 CHF | 86,629 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 105,000 | 105,000 | 103,891 | 103,891 | 85,388 CHF | 86,426 CHF | 99.99% | 99.99% |
11/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 105,000 | 105,000 | 103,936 | 103,936 | 84,813 CHF | 85,853 CHF | 99.85% | 99.85% |
10/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 105,000 | 105,000 | 103,946 | 103,946 | 85,265 CHF | 86,304 CHF | 99.65% | 99.65% |
09/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 82,055 CHF | 83,105 CHF | 99.92% | 99.92% |
08/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 83,506 CHF | 84,556 CHF | 99.72% | 99.72% |
05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 80,814 CHF | 81,864 CHF | 100.00% | 100.00% |
04/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 79,261 CHF | 80,311 CHF | 99.77% | 99.77% |
03/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 110,000 | 110,000 | 108,816 | 108,816 | 80,325 CHF | 81,413 CHF | 99.94% | 99.94% |
02/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 78,276 CHF | 79,376 CHF | 99.86% | 99.86% |