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 | 0.91% | 1.12 CHF | 1.13 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 109,788 CHF | 110,774 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 220,000 | 220,000 | 91,497 | 91,497 | 109,988 CHF | 110,904 CHF | 99.90% | 99.90% |
11/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 98,427 | 98,427 | 107,730 CHF | 108,717 CHF | 99.99% | 99.99% |
10/07/2024 | 1.02% | 1.04 CHF | 1.05 CHF | 220,000 | 220,000 | 98,458 | 98,458 | 99,655 CHF | 100,641 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 1.00 CHF | 1.01 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 93,132 CHF | 94,118 CHF | 100.00% | 100.00% |
08/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 220,000 | 220,000 | 98,423 | 98,423 | 89,133 CHF | 90,119 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 220,000 | 220,000 | 98,290 | 98,290 | 93,586 CHF | 94,572 CHF | 99.90% | 99.90% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 69,693 CHF | 70,398 CHF | 100.00% | 100.00% |
03/07/2024 | 1.06% | 1.00 CHF | 1.01 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 95,015 CHF | 96,001 CHF | 100.00% | 100.00% |
02/07/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 85,590 CHF | 86,578 CHF | 100.00% | 100.00% |