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 | 1.11% | 0.92 CHF | 0.93 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 90,005 CHF | 90,991 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 220,000 | 220,000 | 91,488 | 91,488 | 91,550 CHF | 92,466 CHF | 99.90% | 99.90% |
11/07/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 220,000 | 220,000 | 98,427 | 98,427 | 87,990 CHF | 88,977 CHF | 99.99% | 99.99% |
10/07/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 220,000 | 220,000 | 98,458 | 98,458 | 79,710 CHF | 80,696 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.80 CHF | 0.81 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 73,313 CHF | 74,299 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 98,422 | 98,422 | 69,251 CHF | 70,237 CHF | 100.00% | 100.00% |
05/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 220,000 | 220,000 | 98,290 | 98,290 | 73,706 CHF | 74,691 CHF | 99.90% | 99.90% |
04/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 55,506 CHF | 56,211 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 0.79 CHF | 0.80 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 75,004 CHF | 75,990 CHF | 100.00% | 100.00% |
02/07/2024 | 1.53% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 65,638 CHF | 66,626 CHF | 100.00% | 100.00% |