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 | 0.92% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 98,396 | 98,396 | 109,002 CHF | 109,988 CHF | 99.99% | 99.99% |
12/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 220,000 | 220,000 | 91,493 | 91,493 | 109,220 CHF | 110,136 CHF | 99.90% | 99.90% |
11/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 98,424 | 98,424 | 106,974 CHF | 107,960 CHF | 100.00% | 100.00% |
10/07/2024 | 1.02% | 1.04 CHF | 1.05 CHF | 220,000 | 220,000 | 98,466 | 98,466 | 98,984 CHF | 99,970 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 0.99 CHF | 1.00 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 92,551 CHF | 93,537 CHF | 100.00% | 100.00% |
08/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 88,688 CHF | 89,674 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 220,000 | 220,000 | 97,958 | 97,958 | 92,762 CHF | 93,745 CHF | 99.63% | 99.63% |
04/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 69,245 CHF | 69,949 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 94,405 CHF | 95,391 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 220,000 | 220,000 | 98,586 | 98,586 | 85,114 CHF | 86,101 CHF | 99.99% | 99.99% |