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 | 0.79% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 88,823 | 88,823 | 115,456 CHF | 116,346 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 111,225 CHF | 112,102 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 88,672 | 88,672 | 118,795 CHF | 119,683 CHF | 99.99% | 99.99% |
10/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 205,000 | 205,000 | 91,702 | 91,702 | 125,747 CHF | 126,668 CHF | 99.90% | 99.90% |
09/07/2024 | 0.91% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 89,159 | 89,159 | 123,051 CHF | 123,983 CHF | 99.65% | 99.65% |
08/07/2024 | 0.79% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 91,238 | 91,238 | 125,452 CHF | 126,394 CHF | 99.31% | 99.31% |
05/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 128,801 CHF | 129,736 CHF | 99.90% | 99.90% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 82,000 | 82,000 | 66,104 | 66,104 | 91,030 CHF | 91,691 CHF | 99.57% | 99.57% |
03/07/2024 | 0.82% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 121,575 CHF | 122,513 CHF | 100.00% | 100.00% |
02/07/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 132,657 CHF | 133,602 CHF | 100.00% | 100.00% |