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 | 0.73% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 88,825 | 88,825 | 123,828 CHF | 124,718 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 119,220 CHF | 120,096 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 88,681 | 88,681 | 127,142 CHF | 128,031 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 205,000 | 205,000 | 91,702 | 91,702 | 134,404 CHF | 135,325 CHF | 99.90% | 99.90% |
09/07/2024 | 0.85% | 1.48 CHF | 1.49 CHF | 210,000 | 210,000 | 89,158 | 89,158 | 131,530 CHF | 132,463 CHF | 99.65% | 99.65% |
08/07/2024 | 0.74% | 1.48 CHF | 1.49 CHF | 210,000 | 210,000 | 91,238 | 91,238 | 133,921 CHF | 134,862 CHF | 99.31% | 99.31% |
05/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 210,000 | 210,000 | 93,272 | 93,272 | 137,395 CHF | 138,331 CHF | 99.90% | 99.90% |
04/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 82,000 | 82,000 | 66,094 | 66,094 | 97,220 CHF | 97,881 CHF | 99.65% | 99.65% |
03/07/2024 | 0.77% | 1.49 CHF | 1.50 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 129,726 CHF | 130,665 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 141,526 CHF | 142,471 CHF | 100.00% | 100.00% |