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 | 0.84% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 88,810 | 88,810 | 107,346 CHF | 108,236 CHF | 99.99% | 99.99% |
12/07/2024 | 0.87% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 103,298 CHF | 104,175 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 88,681 | 88,681 | 110,629 CHF | 111,518 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 117,333 CHF | 118,254 CHF | 99.90% | 99.90% |
09/07/2024 | 0.97% | 1.29 CHF | 1.30 CHF | 210,000 | 210,000 | 89,157 | 89,157 | 114,941 CHF | 115,874 CHF | 99.65% | 99.65% |
08/07/2024 | 0.85% | 1.30 CHF | 1.31 CHF | 210,000 | 210,000 | 91,238 | 91,238 | 117,029 CHF | 117,970 CHF | 99.31% | 99.31% |
05/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 120,218 CHF | 121,154 CHF | 99.90% | 99.90% |
04/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 82,000 | 82,000 | 66,095 | 66,095 | 84,933 CHF | 85,594 CHF | 99.64% | 99.64% |
03/07/2024 | 0.88% | 1.30 CHF | 1.31 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 113,452 CHF | 114,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 210,000 | 210,000 | 93,645 | 93,645 | 124,026 CHF | 124,971 CHF | 100.00% | 100.00% |