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 | 0.65% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 139,093 CHF | 139,983 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 134,188 CHF | 135,065 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 88,681 | 88,681 | 142,400 CHF | 143,289 CHF | 100.00% | 100.00% |
10/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 205,000 | 205,000 | 91,702 | 91,702 | 150,255 CHF | 151,175 CHF | 99.90% | 99.90% |
09/07/2024 | 0.76% | 1.65 CHF | 1.66 CHF | 210,000 | 210,000 | 89,108 | 89,108 | 146,892 CHF | 147,824 CHF | 99.74% | 99.74% |
08/07/2024 | 0.66% | 1.65 CHF | 1.66 CHF | 210,000 | 210,000 | 91,250 | 91,250 | 149,697 CHF | 150,638 CHF | 99.28% | 99.28% |
05/07/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 153,625 CHF | 154,560 CHF | 99.90% | 99.90% |
04/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 82,000 | 82,000 | 66,109 | 66,109 | 108,681 CHF | 109,342 CHF | 99.54% | 99.54% |
03/07/2024 | 0.69% | 1.66 CHF | 1.67 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 144,908 CHF | 145,846 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.69 CHF | 1.70 CHF | 210,000 | 210,000 | 93,645 | 93,645 | 157,814 CHF | 158,758 CHF | 100.00% | 100.00% |