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 | 1.12% | 0.91 CHF | 0.92 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 30,191 CHF | 30,523 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 33,003 CHF | 33,337 CHF | 99.94% | 99.94% |
11/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 60,000 | 32,816 | 32,816 | 33,137 CHF | 33,468 CHF | 99.43% | 99.43% |
10/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 37,691 CHF | 38,046 CHF | 99.84% | 99.84% |
09/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 40,148 CHF | 40,508 CHF | 99.66% | 99.66% |
08/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 40,281 CHF | 40,641 CHF | 100.00% | 100.00% |
05/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 65,000 | 65,000 | 35,852 | 35,852 | 38,961 CHF | 39,321 CHF | 99.53% | 99.53% |
04/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 32,915 CHF | 33,207 CHF | 98.94% | 98.94% |
03/07/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 65,000 | 65,000 | 35,269 | 35,269 | 42,182 CHF | 42,535 CHF | 98.22% | 98.22% |
02/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 45,301 CHF | 45,659 CHF | 100.00% | 100.00% |