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 | 1.10% | 0.91 CHF | 0.93 CHF | 60,000 | 60,000 | 119,889 | 119,889 | 109,033 CHF | 110,233 CHF | 88.84% | 88.84% |
12/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 128,844 | 128,844 | 113,211 CHF | 114,500 CHF | 91.43% | 91.43% |
11/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 130,000 | 130,000 | 120,860 | 120,860 | 109,771 CHF | 110,979 CHF | 88.18% | 88.18% |
10/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 126,888 | 126,888 | 112,129 CHF | 113,398 CHF | 88.11% | 88.11% |
09/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 119,559 | 119,559 | 110,458 CHF | 111,658 CHF | 87.23% | 87.23% |
08/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 120,000 | 120,000 | 121,995 | 121,995 | 109,921 CHF | 111,143 CHF | 84.85% | 84.85% |
05/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 120,841 | 120,841 | 109,558 CHF | 110,767 CHF | 89.16% | 89.16% |
04/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 122,425 | 122,425 | 108,997 CHF | 110,222 CHF | 90.29% | 90.29% |
03/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 130,000 | 130,000 | 125,439 | 125,439 | 111,825 CHF | 113,079 CHF | 88.67% | 88.67% |
02/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 130,000 | 130,000 | 129,970 | 129,970 | 112,122 CHF | 113,422 CHF | 91.11% | 91.11% |