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 | 0.70% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 130,296 CHF | 131,185 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 125,613 CHF | 126,490 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 88,680 | 88,680 | 133,577 CHF | 134,466 CHF | 100.00% | 100.00% |
10/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 141,124 CHF | 142,045 CHF | 99.90% | 99.90% |
09/07/2024 | 0.81% | 1.55 CHF | 1.56 CHF | 210,000 | 210,000 | 89,107 | 89,107 | 138,029 CHF | 138,961 CHF | 99.74% | 99.74% |
08/07/2024 | 0.71% | 1.55 CHF | 1.56 CHF | 210,000 | 210,000 | 91,237 | 91,237 | 140,612 CHF | 141,553 CHF | 99.31% | 99.31% |
05/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 144,388 CHF | 145,323 CHF | 99.90% | 99.90% |
04/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 82,000 | 82,000 | 66,094 | 66,094 | 102,093 CHF | 102,754 CHF | 99.65% | 99.65% |
03/07/2024 | 0.73% | 1.56 CHF | 1.57 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 136,210 CHF | 137,148 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 210,000 | 210,000 | 93,645 | 93,645 | 148,452 CHF | 149,397 CHF | 100.00% | 100.00% |