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 | 1.04% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 135,095 | 135,095 | 133,264 CHF | 134,617 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 136,348 | 136,348 | 136,104 CHF | 137,470 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 305,000 | 305,000 | 137,516 | 137,516 | 139,584 CHF | 140,962 CHF | 99.83% | 99.83% |
10/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 305,000 | 305,000 | 136,841 | 136,841 | 138,855 CHF | 140,226 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 300,000 | 300,000 | 134,379 | 134,379 | 132,708 CHF | 134,055 CHF | 99.77% | 99.77% |
08/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 295,000 | 295,000 | 132,081 | 132,081 | 126,631 CHF | 127,955 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 295,000 | 295,000 | 130,748 | 130,748 | 125,264 CHF | 126,574 CHF | 99.81% | 99.81% |
04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 116,000 | 116,000 | 93,146 | 93,146 | 88,783 CHF | 89,714 CHF | 99.98% | 99.98% |
03/07/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 290,000 | 290,000 | 129,992 | 129,992 | 123,586 CHF | 124,889 CHF | 99.98% | 99.98% |
02/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 290,000 | 290,000 | 128,877 | 128,877 | 122,473 CHF | 123,764 CHF | 99.99% | 99.99% |