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 | 1.02% | 0.99 CHF | 1.00 CHF | 550,000 | 550,000 | 246,288 | 246,288 | 244,757 CHF | 247,226 CHF | 100.00% | 100.00% |
12/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 550,000 | 550,000 | 228,724 | 228,724 | 219,989 CHF | 222,280 CHF | 99.90% | 99.90% |
11/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 550,000 | 550,000 | 246,330 | 246,330 | 247,280 CHF | 249,749 CHF | 100.00% | 100.00% |
10/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 550,000 | 550,000 | 246,434 | 246,434 | 256,836 CHF | 259,305 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 550,000 | 550,000 | 246,301 | 246,301 | 262,632 CHF | 265,099 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 550,000 | 550,000 | 246,322 | 246,322 | 265,911 CHF | 268,379 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 550,000 | 550,000 | 245,984 | 245,984 | 262,177 CHF | 264,643 CHF | 99.90% | 99.90% |
04/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 220,000 | 220,000 | 176,425 | 176,425 | 185,928 CHF | 187,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 550,000 | 550,000 | 246,291 | 246,291 | 262,608 CHF | 265,076 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 550,000 | 550,000 | 246,745 | 246,745 | 273,317 CHF | 275,789 CHF | 100.00% | 100.00% |