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 | 1.00% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 90,941 CHF | 91,831 CHF | 100.00% | 100.00% |
12/07/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 87,085 CHF | 87,962 CHF | 100.00% | 100.00% |
11/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 88,680 | 88,680 | 94,271 CHF | 95,160 CHF | 100.00% | 100.00% |
10/07/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 205,000 | 205,000 | 91,702 | 91,702 | 100,237 CHF | 101,158 CHF | 99.90% | 99.90% |
09/07/2024 | 1.13% | 1.11 CHF | 1.12 CHF | 210,000 | 210,000 | 89,120 | 89,120 | 98,255 CHF | 99,188 CHF | 99.70% | 99.70% |
08/07/2024 | 0.99% | 1.11 CHF | 1.12 CHF | 210,000 | 210,000 | 91,250 | 91,250 | 100,082 CHF | 101,024 CHF | 99.27% | 99.27% |
05/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 102,758 CHF | 103,693 CHF | 99.90% | 99.90% |
04/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 82,000 | 82,000 | 66,099 | 66,099 | 72,574 CHF | 73,235 CHF | 99.61% | 99.61% |
03/07/2024 | 1.03% | 1.11 CHF | 1.12 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 97,208 CHF | 98,146 CHF | 100.00% | 100.00% |
02/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 106,430 CHF | 107,375 CHF | 100.00% | 100.00% |