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 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 96,478 | 96,478 | 93,341 CHF | 94,306 CHF | 100.00% | 100.00% |
12/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 90,032 CHF | 90,986 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 98,000 | 98,000 | 95,423 | 95,423 | 89,047 CHF | 90,002 CHF | 100.00% | 100.00% |
10/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 94,283 CHF | 95,259 CHF | 100.00% | 100.00% |
09/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 91,998 CHF | 92,970 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 93,688 CHF | 94,661 CHF | 100.00% | 100.00% |
05/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 95,839 | 95,839 | 87,607 CHF | 88,565 CHF | 99.82% | 99.82% |
04/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 83,307 CHF | 84,261 CHF | 99.50% | 99.50% |
03/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 98,000 | 98,000 | 95,804 | 95,804 | 86,867 CHF | 87,825 CHF | 99.35% | 99.35% |
02/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 102,000 | 102,000 | 99,077 | 99,077 | 96,307 CHF | 97,298 CHF | 100.00% | 100.00% |