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% | 1.51 CHF | 1.52 CHF | 190,000 | 190,000 | 93,569 | 93,569 | 142,897 CHF | 144,188 CHF | 99.06% | 99.06% |
12/07/2024 | 0.95% | 1.53 CHF | 1.54 CHF | 190,000 | 190,000 | 96,422 | 96,422 | 154,255 CHF | 155,593 CHF | 100.00% | 100.00% |
11/07/2024 | 1.02% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 94,049 | 94,049 | 145,132 CHF | 146,433 CHF | 100.00% | 100.00% |
10/07/2024 | 1.01% | 1.54 CHF | 1.55 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 143,782 CHF | 145,071 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 146,338 CHF | 147,646 CHF | 98.82% | 98.82% |
08/07/2024 | 0.94% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 97,425 | 97,425 | 161,921 CHF | 163,276 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.76 CHF | 1.77 CHF | 210,000 | 210,000 | 103,019 | 103,019 | 188,096 CHF | 189,519 CHF | 98.97% | 98.97% |
04/07/2024 | 0.83% | 1.84 CHF | 1.85 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 136,264 CHF | 137,399 CHF | 99.44% | 99.44% |
03/07/2024 | 0.83% | 1.85 CHF | 1.86 CHF | 210,000 | 210,000 | 103,147 | 103,147 | 191,882 CHF | 193,310 CHF | 99.64% | 99.64% |
02/07/2024 | 0.81% | 1.89 CHF | 1.90 CHF | 220,000 | 220,000 | 106,687 | 106,687 | 201,943 CHF | 203,421 CHF | 100.00% | 100.00% |