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 | 1.05% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 86,352 CHF | 87,242 CHF | 100.00% | 100.00% |
12/07/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 82,703 CHF | 83,579 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 88,678 | 88,678 | 89,755 CHF | 90,644 CHF | 100.00% | 100.00% |
10/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 95,573 CHF | 96,494 CHF | 99.90% | 99.90% |
09/07/2024 | 1.19% | 1.06 CHF | 1.07 CHF | 210,000 | 210,000 | 89,095 | 89,095 | 93,682 CHF | 94,614 CHF | 99.74% | 99.74% |
08/07/2024 | 1.04% | 1.06 CHF | 1.07 CHF | 210,000 | 210,000 | 91,247 | 91,247 | 95,450 CHF | 96,391 CHF | 99.28% | 99.28% |
05/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 210,000 | 210,000 | 93,272 | 93,272 | 98,073 CHF | 99,008 CHF | 99.90% | 99.90% |
04/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 82,000 | 82,000 | 66,104 | 66,104 | 69,237 CHF | 69,898 CHF | 99.57% | 99.57% |
03/07/2024 | 1.07% | 1.06 CHF | 1.07 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 92,771 CHF | 93,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 101,686 CHF | 102,631 CHF | 100.00% | 100.00% |