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 | 1.02% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 72,504 | 72,504 | 70,580 CHF | 71,305 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 52,599 | 52,600 | 53,134 CHF | 53,660 CHF | 98.41% | 98.41% |
11/07/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 67,986 | 67,986 | 66,700 CHF | 67,380 CHF | 98.85% | 98.85% |
10/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,079 CHF | 70,829 CHF | 99.77% | 99.77% |
09/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,190 CHF | 64,940 CHF | 100.00% | 100.00% |
08/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,064 CHF | 64,814 CHF | 98.99% | 98.99% |
05/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,735 CHF | 67,485 CHF | 100.00% | 100.00% |
04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,796 CHF | 66,546 CHF | 98.15% | 98.15% |
03/07/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,885 CHF | 62,635 CHF | 100.00% | 100.00% |
02/07/2024 | 1.37% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,598 CHF | 55,348 CHF | 100.00% | 100.00% |