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 | 1.01% | 1.00 CHF | 1.01 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 33,209 CHF | 33,540 CHF | 100.00% | 100.00% |
12/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 36,109 CHF | 36,443 CHF | 99.94% | 99.94% |
11/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 60,000 | 60,000 | 32,816 | 32,816 | 36,128 CHF | 36,460 CHF | 99.43% | 99.43% |
10/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 40,930 CHF | 41,285 CHF | 99.84% | 99.84% |
09/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 43,445 CHF | 43,806 CHF | 99.66% | 99.66% |
08/07/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 43,549 CHF | 43,910 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 65,000 | 65,000 | 35,852 | 35,852 | 42,227 CHF | 42,587 CHF | 99.53% | 99.53% |
04/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 35,652 CHF | 35,944 CHF | 98.94% | 98.94% |
03/07/2024 | 0.78% | 1.22 CHF | 1.23 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 45,459 CHF | 45,812 CHF | 98.24% | 98.24% |
02/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 48,600 CHF | 48,958 CHF | 100.00% | 100.00% |