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 | 0.95% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 88,823 | 88,823 | 95,152 CHF | 96,042 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 91,348 CHF | 92,224 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 88,678 | 88,678 | 98,598 CHF | 99,487 CHF | 100.00% | 100.00% |
10/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 104,726 CHF | 105,647 CHF | 99.90% | 99.90% |
09/07/2024 | 1.09% | 1.16 CHF | 1.17 CHF | 210,000 | 210,000 | 89,106 | 89,106 | 102,591 CHF | 103,523 CHF | 99.74% | 99.74% |
08/07/2024 | 0.95% | 1.16 CHF | 1.17 CHF | 210,000 | 210,000 | 91,241 | 91,241 | 104,553 CHF | 105,494 CHF | 99.30% | 99.30% |
05/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 210,000 | 210,000 | 93,269 | 93,269 | 107,395 CHF | 108,331 CHF | 99.89% | 99.89% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 82,000 | 82,000 | 66,102 | 66,102 | 75,849 CHF | 76,510 CHF | 99.59% | 99.59% |
03/07/2024 | 0.98% | 1.16 CHF | 1.17 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 101,526 CHF | 102,464 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 111,103 CHF | 112,047 CHF | 100.00% | 100.00% |