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 | 1.31% | 1.19 CHF | 1.20 CHF | 190,000 | 190,000 | 93,566 | 93,566 | 109,958 CHF | 111,248 CHF | 99.07% | 99.07% |
12/07/2024 | 1.42% | 1.17 CHF | 1.18 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 106,596 CHF | 107,935 CHF | 100.00% | 100.00% |
11/07/2024 | 1.32% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 94,047 | 94,047 | 109,475 CHF | 110,776 CHF | 100.00% | 100.00% |
10/07/2024 | 1.32% | 1.18 CHF | 1.19 CHF | 190,000 | 190,000 | 93,151 | 93,151 | 109,237 CHF | 110,526 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 112,439 CHF | 113,747 CHF | 98.82% | 98.82% |
08/07/2024 | 1.52% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 101,933 CHF | 103,288 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.95 CHF | 0.96 CHF | 210,000 | 210,000 | 103,015 | 103,015 | 91,602 CHF | 93,025 CHF | 98.96% | 98.96% |
04/07/2024 | 1.73% | 0.88 CHF | 0.89 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 65,065 CHF | 66,200 CHF | 99.44% | 99.44% |
03/07/2024 | 1.77% | 0.87 CHF | 0.88 CHF | 210,000 | 210,000 | 103,139 | 103,139 | 89,300 CHF | 90,728 CHF | 99.64% | 99.64% |
02/07/2024 | 1.84% | 0.84 CHF | 0.85 CHF | 220,000 | 220,000 | 106,685 | 106,685 | 89,605 CHF | 91,083 CHF | 100.00% | 100.00% |