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 | 200,000 | 200,000 | 88,822 | 88,822 | 112,697 CHF | 113,587 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 108,510 CHF | 109,387 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 88,680 | 88,680 | 116,005 CHF | 116,894 CHF | 100.00% | 100.00% |
10/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 122,908 CHF | 123,829 CHF | 99.90% | 99.90% |
09/07/2024 | 0.93% | 1.35 CHF | 1.36 CHF | 210,000 | 210,000 | 89,105 | 89,105 | 120,247 CHF | 121,179 CHF | 99.74% | 99.74% |
08/07/2024 | 0.81% | 1.36 CHF | 1.37 CHF | 210,000 | 210,000 | 91,243 | 91,243 | 122,605 CHF | 123,546 CHF | 99.29% | 99.29% |
05/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 125,915 CHF | 126,851 CHF | 99.90% | 99.90% |
04/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 82,000 | 82,000 | 66,104 | 66,104 | 88,977 CHF | 89,638 CHF | 99.57% | 99.57% |
03/07/2024 | 0.84% | 1.36 CHF | 1.37 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 118,851 CHF | 119,789 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 93,634 | 93,634 | 129,757 CHF | 130,701 CHF | 99.99% | 99.99% |