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 | 1.22% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 88,823 | 88,823 | 74,290 CHF | 75,180 CHF | 100.00% | 100.00% |
12/07/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 70,885 CHF | 71,761 CHF | 100.00% | 100.00% |
11/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 88,679 | 88,679 | 77,565 CHF | 78,454 CHF | 100.00% | 100.00% |
10/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 83,049 CHF | 83,970 CHF | 99.90% | 99.90% |
09/07/2024 | 1.36% | 0.92 CHF | 0.93 CHF | 210,000 | 210,000 | 89,156 | 89,156 | 81,632 CHF | 82,565 CHF | 99.66% | 99.66% |
08/07/2024 | 1.19% | 0.92 CHF | 0.93 CHF | 210,000 | 210,000 | 91,247 | 91,247 | 82,962 CHF | 83,904 CHF | 99.28% | 99.28% |
05/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 85,181 CHF | 86,117 CHF | 99.90% | 99.90% |
04/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 82,000 | 82,000 | 66,101 | 66,101 | 60,142 CHF | 60,803 CHF | 99.59% | 99.59% |
03/07/2024 | 1.23% | 0.93 CHF | 0.94 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 80,758 CHF | 81,696 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 88,715 CHF | 89,660 CHF | 100.00% | 100.00% |