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 | 0.87% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 88,823 | 88,823 | 103,992 CHF | 104,882 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 100,005 CHF | 100,881 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 88,680 | 88,680 | 107,432 CHF | 108,320 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 113,909 CHF | 114,829 CHF | 99.90% | 99.90% |
09/07/2024 | 1.00% | 1.26 CHF | 1.27 CHF | 210,000 | 210,000 | 89,104 | 89,104 | 111,504 CHF | 112,436 CHF | 99.74% | 99.74% |
08/07/2024 | 0.87% | 1.26 CHF | 1.27 CHF | 210,000 | 210,000 | 91,256 | 91,256 | 113,686 CHF | 114,627 CHF | 99.26% | 99.26% |
05/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 116,725 CHF | 117,661 CHF | 99.90% | 99.90% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 82,000 | 82,000 | 66,102 | 66,102 | 82,468 CHF | 83,129 CHF | 99.59% | 99.59% |
03/07/2024 | 0.91% | 1.26 CHF | 1.27 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 110,275 CHF | 111,213 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 120,528 CHF | 121,473 CHF | 100.00% | 100.00% |