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 | 220,000 | 220,000 | 98,408 | 98,408 | 115,829 CHF | 116,816 CHF | 100.00% | 100.00% |
12/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 91,478 | 91,478 | 100,211 CHF | 101,127 CHF | 99.90% | 99.90% |
11/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 220,000 | 220,000 | 98,396 | 98,396 | 118,226 CHF | 119,212 CHF | 99.97% | 99.97% |
10/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 127,183 CHF | 128,169 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 133,255 CHF | 134,241 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 136,718 CHF | 137,704 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 220,000 | 220,000 | 97,958 | 97,958 | 132,349 CHF | 133,331 CHF | 99.63% | 99.63% |
04/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 93,065 CHF | 93,769 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 132,691 CHF | 133,676 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 142,856 CHF | 143,844 CHF | 100.00% | 100.00% |