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 | 1.16% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 86,650 CHF | 87,636 CHF | 100.00% | 100.00% |
12/07/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 220,000 | 220,000 | 91,483 | 91,483 | 72,963 CHF | 73,880 CHF | 99.90% | 99.90% |
11/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 98,419 | 98,419 | 89,076 CHF | 90,063 CHF | 99.99% | 99.99% |
10/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 220,000 | 220,000 | 98,455 | 98,455 | 97,844 CHF | 98,830 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 103,949 CHF | 104,935 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 107,372 CHF | 108,358 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 220,000 | 220,000 | 97,956 | 97,956 | 103,143 CHF | 104,125 CHF | 99.63% | 99.63% |
04/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 72,023 CHF | 72,727 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 103,225 CHF | 104,211 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 113,267 CHF | 114,255 CHF | 100.00% | 100.00% |