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 | 1.10% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 82,504 CHF | 83,394 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 79,060 CHF | 79,936 CHF | 100.00% | 100.00% |
11/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 88,680 | 88,680 | 85,855 CHF | 86,744 CHF | 100.00% | 100.00% |
10/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 205,000 | 205,000 | 91,702 | 91,702 | 91,591 CHF | 92,512 CHF | 99.90% | 99.90% |
09/07/2024 | 1.24% | 1.01 CHF | 1.02 CHF | 210,000 | 210,000 | 89,159 | 89,159 | 89,970 CHF | 90,902 CHF | 99.66% | 99.66% |
08/07/2024 | 1.08% | 1.02 CHF | 1.03 CHF | 210,000 | 210,000 | 91,240 | 91,240 | 91,487 CHF | 92,428 CHF | 99.30% | 99.30% |
05/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 94,039 CHF | 94,974 CHF | 99.90% | 99.90% |
04/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 82,000 | 82,000 | 66,095 | 66,095 | 66,326 CHF | 66,987 CHF | 99.64% | 99.64% |
03/07/2024 | 1.12% | 1.02 CHF | 1.03 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 88,893 CHF | 89,831 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 97,605 CHF | 98,550 CHF | 100.00% | 100.00% |