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 | 0.84% | 1.22 CHF | 1.23 CHF | 260,000 | 260,000 | 114,323 | 114,323 | 138,776 CHF | 139,924 CHF | 99.97% | 99.97% |
12/07/2024 | 0.86% | 1.27 CHF | 1.28 CHF | 260,000 | 260,000 | 116,776 | 116,776 | 140,959 CHF | 142,131 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 260,000 | 260,000 | 114,005 | 114,005 | 139,752 CHF | 140,901 CHF | 100.00% | 100.00% |
10/07/2024 | 0.90% | 1.21 CHF | 1.22 CHF | 260,000 | 260,000 | 116,670 | 116,670 | 137,604 CHF | 138,778 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 270,000 | 270,000 | 118,799 | 118,799 | 135,382 CHF | 136,579 CHF | 98.98% | 98.98% |
08/07/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 280,000 | 280,000 | 120,966 | 120,966 | 130,076 CHF | 131,291 CHF | 99.74% | 99.74% |
05/07/2024 | 1.09% | 1.02 CHF | 1.03 CHF | 290,000 | 290,000 | 132,546 | 132,546 | 126,248 CHF | 127,581 CHF | 99.38% | 99.38% |
04/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 110,000 | 110,000 | 94,362 | 94,362 | 85,809 CHF | 86,753 CHF | 96.59% | 96.59% |
03/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 127,969 | 127,969 | 116,044 CHF | 117,330 CHF | 94.23% | 94.23% |
02/07/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 320,000 | 320,000 | 141,249 | 141,249 | 113,535 CHF | 114,953 CHF | 99.05% | 99.05% |