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 | 1.00% | 1.02 CHF | 1.03 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 99,935 CHF | 100,921 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 220,000 | 220,000 | 91,490 | 91,490 | 100,817 CHF | 101,734 CHF | 99.90% | 99.90% |
11/07/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 97,888 CHF | 98,875 CHF | 99.98% | 99.98% |
10/07/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 220,000 | 220,000 | 98,467 | 98,467 | 89,760 CHF | 90,746 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 0.90 CHF | 0.91 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 83,238 CHF | 84,224 CHF | 100.00% | 100.00% |
08/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 220,000 | 220,000 | 98,422 | 98,422 | 79,297 CHF | 80,283 CHF | 100.00% | 100.00% |
05/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 220,000 | 220,000 | 98,290 | 98,290 | 83,738 CHF | 84,724 CHF | 99.90% | 99.90% |
04/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 62,588 CHF | 63,293 CHF | 100.00% | 100.00% |
03/07/2024 | 1.19% | 0.90 CHF | 0.91 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 85,133 CHF | 86,119 CHF | 100.00% | 100.00% |
02/07/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 75,641 CHF | 76,629 CHF | 100.00% | 100.00% |