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 | 1.03% | 0.99 CHF | 1.00 CHF | 250,000 | 250,000 | 112,095 | 112,095 | 110,521 CHF | 111,647 CHF | 99.97% | 99.97% |
12/07/2024 | 1.06% | 1.05 CHF | 1.06 CHF | 240,000 | 240,000 | 111,297 | 111,297 | 109,151 CHF | 110,268 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 240,000 | 240,000 | 104,390 | 104,390 | 104,625 CHF | 105,678 CHF | 99.97% | 99.97% |
10/07/2024 | 1.12% | 0.99 CHF | 1.00 CHF | 250,000 | 250,000 | 112,142 | 112,142 | 106,548 CHF | 107,676 CHF | 99.99% | 99.99% |
09/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 260,000 | 260,000 | 114,018 | 114,018 | 103,624 CHF | 104,772 CHF | 99.73% | 99.73% |
08/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 280,000 | 280,000 | 120,975 | 120,975 | 102,052 CHF | 103,267 CHF | 99.74% | 99.74% |
05/07/2024 | 1.47% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 134,683 | 134,683 | 96,107 CHF | 97,461 CHF | 99.38% | 99.38% |
04/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 110,000 | 110,000 | 94,214 | 94,214 | 63,050 CHF | 63,992 CHF | 97.59% | 97.59% |
03/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 310,000 | 310,000 | 134,706 | 134,706 | 89,571 CHF | 90,923 CHF | 98.34% | 98.34% |
02/07/2024 | 1.82% | 0.59 CHF | 0.60 CHF | 350,000 | 350,000 | 151,969 | 151,969 | 86,441 CHF | 87,967 CHF | 99.90% | 99.90% |