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 | 1.29% | 1.21 CHF | 1.22 CHF | 190,000 | 190,000 | 93,569 | 93,569 | 111,472 CHF | 112,762 CHF | 99.06% | 99.06% |
12/07/2024 | 1.41% | 1.19 CHF | 1.20 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 107,987 CHF | 109,325 CHF | 100.00% | 100.00% |
11/07/2024 | 1.30% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 94,042 | 94,042 | 110,931 CHF | 112,232 CHF | 100.00% | 100.00% |
10/07/2024 | 1.30% | 1.20 CHF | 1.21 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 110,660 CHF | 111,949 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 95,328 | 95,328 | 113,942 CHF | 115,250 CHF | 98.82% | 98.82% |
08/07/2024 | 1.50% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 97,424 | 97,424 | 103,329 CHF | 104,685 CHF | 100.00% | 100.00% |
05/07/2024 | 1.71% | 0.96 CHF | 0.97 CHF | 210,000 | 210,000 | 103,017 | 103,017 | 93,009 CHF | 94,432 CHF | 98.96% | 98.96% |
04/07/2024 | 1.70% | 0.89 CHF | 0.90 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 66,034 CHF | 67,169 CHF | 99.44% | 99.44% |
03/07/2024 | 1.75% | 0.88 CHF | 0.89 CHF | 210,000 | 210,000 | 103,140 | 103,140 | 90,714 CHF | 92,142 CHF | 99.64% | 99.64% |
02/07/2024 | 1.81% | 0.85 CHF | 0.86 CHF | 220,000 | 220,000 | 106,685 | 106,685 | 90,975 CHF | 92,453 CHF | 100.00% | 100.00% |