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 | 1.05% | 0.96 CHF | 0.97 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 180,761 CHF | 182,661 CHF | 100.00% | 100.00% |
12/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 184,200 CHF | 186,100 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 199,885 | 199,885 | 206,398 CHF | 208,398 CHF | 100.00% | 100.00% |
10/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,233 CHF | 210,233 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 197,450 | 197,450 | 201,823 CHF | 203,797 CHF | 100.00% | 100.00% |
08/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 186,882 CHF | 188,782 CHF | 99.99% | 99.99% |
05/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 182,455 CHF | 184,355 CHF | 99.81% | 99.81% |
04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 182,381 CHF | 184,281 CHF | 99.49% | 99.49% |
03/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 183,051 CHF | 184,951 CHF | 99.37% | 99.37% |
02/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 191,399 | 191,399 | 190,709 CHF | 192,623 CHF | 100.00% | 100.00% |