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 | 0.80% | 1.27 CHF | 1.28 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 125,718 CHF | 126,704 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 220,000 | 220,000 | 91,476 | 91,476 | 109,393 CHF | 110,309 CHF | 99.88% | 99.88% |
11/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 128,173 CHF | 129,160 CHF | 99.99% | 99.99% |
10/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 220,000 | 220,000 | 98,466 | 98,466 | 137,174 CHF | 138,160 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 143,209 CHF | 144,195 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 146,606 CHF | 147,592 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 220,000 | 220,000 | 97,959 | 97,959 | 142,269 CHF | 143,251 CHF | 99.63% | 99.63% |
04/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 100,211 CHF | 100,915 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 142,624 CHF | 143,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 152,872 CHF | 153,859 CHF | 100.00% | 100.00% |