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 | 0.91% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 99,083 CHF | 99,973 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 95,045 CHF | 95,921 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 88,678 | 88,678 | 102,374 CHF | 103,263 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 108,747 CHF | 109,668 CHF | 99.90% | 99.90% |
09/07/2024 | 1.05% | 1.20 CHF | 1.21 CHF | 210,000 | 210,000 | 89,157 | 89,157 | 106,588 CHF | 107,521 CHF | 99.66% | 99.66% |
08/07/2024 | 0.91% | 1.20 CHF | 1.21 CHF | 210,000 | 210,000 | 91,234 | 91,234 | 108,440 CHF | 109,382 CHF | 99.32% | 99.32% |
05/07/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 111,300 CHF | 112,235 CHF | 99.90% | 99.90% |
04/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 82,000 | 82,000 | 66,093 | 66,093 | 78,692 CHF | 79,353 CHF | 99.65% | 99.65% |
03/07/2024 | 0.95% | 1.21 CHF | 1.22 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 105,248 CHF | 106,186 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 115,181 CHF | 116,126 CHF | 100.00% | 100.00% |