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 | 0.89% | 1.15 CHF | 1.16 CHF | 230,000 | 230,000 | 100,110 | 100,110 | 115,064 CHF | 116,069 CHF | 99.98% | 99.98% |
12/07/2024 | 0.91% | 1.22 CHF | 1.23 CHF | 230,000 | 230,000 | 100,111 | 100,111 | 114,539 CHF | 115,544 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 230,000 | 230,000 | 99,542 | 99,542 | 116,026 CHF | 117,030 CHF | 100.00% | 100.00% |
10/07/2024 | 0.96% | 1.15 CHF | 1.16 CHF | 240,000 | 240,000 | 103,343 | 103,343 | 114,848 CHF | 115,888 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 240,000 | 240,000 | 104,428 | 104,428 | 111,217 CHF | 112,268 CHF | 99.70% | 99.70% |
08/07/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 250,000 | 250,000 | 112,200 | 112,200 | 111,565 CHF | 112,692 CHF | 99.74% | 99.74% |
05/07/2024 | 1.22% | 0.93 CHF | 0.94 CHF | 270,000 | 270,000 | 120,509 | 120,509 | 103,106 CHF | 104,318 CHF | 99.38% | 99.38% |
04/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 84,214 | 84,214 | 68,096 CHF | 68,938 CHF | 97.59% | 97.59% |
03/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 280,000 | 280,000 | 120,503 | 120,503 | 96,707 CHF | 97,916 CHF | 98.16% | 98.16% |
02/07/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 310,000 | 310,000 | 133,492 | 133,492 | 92,775 CHF | 94,116 CHF | 99.88% | 99.88% |