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 | 0.74% | 1.36 CHF | 1.37 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 134,715 CHF | 135,701 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 220,000 | 220,000 | 91,492 | 91,492 | 117,721 CHF | 118,637 CHF | 99.90% | 99.90% |
11/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 137,242 CHF | 138,228 CHF | 99.99% | 99.99% |
10/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 220,000 | 220,000 | 98,466 | 98,466 | 146,168 CHF | 147,154 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 152,271 CHF | 153,257 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 155,584 CHF | 156,570 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 220,000 | 220,000 | 97,960 | 97,960 | 151,190 CHF | 152,173 CHF | 99.63% | 99.63% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 106,666 CHF | 107,370 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 151,641 CHF | 152,627 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 161,950 CHF | 162,938 CHF | 100.00% | 100.00% |