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 | 1.04% | 0.98 CHF | 0.99 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 95,961 CHF | 96,947 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 220,000 | 220,000 | 91,493 | 91,493 | 97,080 CHF | 97,997 CHF | 99.90% | 99.90% |
11/07/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 220,000 | 220,000 | 98,429 | 98,429 | 93,929 CHF | 94,915 CHF | 99.99% | 99.99% |
10/07/2024 | 1.18% | 0.90 CHF | 0.91 CHF | 220,000 | 220,000 | 98,457 | 98,457 | 85,747 CHF | 86,733 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 0.86 CHF | 0.87 CHF | 220,000 | 220,000 | 98,416 | 98,416 | 79,268 CHF | 80,254 CHF | 100.00% | 100.00% |
08/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 75,335 CHF | 76,321 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 220,000 | 220,000 | 97,909 | 97,909 | 79,428 CHF | 80,410 CHF | 99.59% | 99.59% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 59,751 CHF | 60,455 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.85 CHF | 0.86 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 81,145 CHF | 82,131 CHF | 100.00% | 100.00% |
02/07/2024 | 1.40% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 71,673 CHF | 72,660 CHF | 100.00% | 100.00% |