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 | 0.75% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 88,811 | 88,811 | 121,558 CHF | 122,447 CHF | 99.99% | 99.99% |
12/07/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 117,168 CHF | 118,044 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 88,679 | 88,679 | 124,870 CHF | 125,759 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 132,113 CHF | 133,034 CHF | 99.90% | 99.90% |
09/07/2024 | 0.86% | 1.45 CHF | 1.46 CHF | 210,000 | 210,000 | 89,109 | 89,109 | 129,173 CHF | 130,105 CHF | 99.73% | 99.73% |
08/07/2024 | 0.75% | 1.46 CHF | 1.47 CHF | 210,000 | 210,000 | 91,246 | 91,246 | 131,760 CHF | 132,702 CHF | 99.29% | 99.29% |
05/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 135,266 CHF | 136,201 CHF | 99.90% | 99.90% |
04/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 66,105 | 66,105 | 95,605 CHF | 96,266 CHF | 99.57% | 99.57% |
03/07/2024 | 0.78% | 1.46 CHF | 1.47 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 127,637 CHF | 128,575 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 1.49 CHF | 1.50 CHF | 210,000 | 210,000 | 93,645 | 93,645 | 139,236 CHF | 140,181 CHF | 100.00% | 100.00% |