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 | 1.05% | 0.97 CHF | 0.98 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 95,594 CHF | 96,581 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 220,000 | 220,000 | 91,487 | 91,487 | 81,362 CHF | 82,279 CHF | 99.90% | 99.90% |
11/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 98,041 CHF | 99,027 CHF | 100.00% | 100.00% |
10/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 220,000 | 220,000 | 98,464 | 98,464 | 106,807 CHF | 107,794 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 112,959 CHF | 113,945 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 220,000 | 220,000 | 98,417 | 98,417 | 116,425 CHF | 117,411 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 220,000 | 220,000 | 97,957 | 97,957 | 112,086 CHF | 113,069 CHF | 99.63% | 99.63% |
04/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 78,435 CHF | 79,139 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 112,210 CHF | 113,196 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 220,000 | 220,000 | 98,594 | 98,594 | 122,333 CHF | 123,321 CHF | 100.00% | 100.00% |