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 | 1.58% | 0.99 CHF | 1.00 CHF | 190,000 | 190,000 | 93,562 | 93,562 | 90,689 CHF | 91,979 CHF | 99.09% | 99.09% |
12/07/2024 | 1.76% | 0.96 CHF | 0.97 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 86,602 CHF | 87,941 CHF | 100.00% | 100.00% |
11/07/2024 | 1.60% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 94,042 | 94,042 | 89,928 CHF | 91,229 CHF | 100.00% | 100.00% |
10/07/2024 | 1.59% | 0.97 CHF | 0.98 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 89,897 CHF | 91,186 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 95,322 | 95,322 | 92,570 CHF | 93,878 CHF | 98.82% | 98.82% |
08/07/2024 | 1.91% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 97,422 | 97,422 | 81,729 CHF | 83,084 CHF | 100.00% | 100.00% |
05/07/2024 | 2.27% | 0.74 CHF | 0.75 CHF | 210,000 | 210,000 | 103,007 | 103,007 | 70,217 CHF | 71,640 CHF | 98.95% | 98.95% |
04/07/2024 | 2.25% | 0.67 CHF | 0.68 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 49,700 CHF | 50,835 CHF | 99.44% | 99.44% |
03/07/2024 | 2.33% | 0.66 CHF | 0.67 CHF | 210,000 | 210,000 | 103,146 | 103,146 | 67,804 CHF | 69,232 CHF | 99.64% | 99.64% |
02/07/2024 | 2.44% | 0.63 CHF | 0.64 CHF | 220,000 | 220,000 | 106,686 | 106,686 | 67,400 CHF | 68,878 CHF | 100.00% | 100.00% |