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 | 0.85% | 1.28 CHF | 1.29 CHF | 160,000 | 160,000 | 90,513 | 90,513 | 110,580 CHF | 111,489 CHF | 99.97% | 99.97% |
12/07/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 160,000 | 160,000 | 90,528 | 90,528 | 110,623 CHF | 111,532 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 83,071 | 83,071 | 113,759 CHF | 114,594 CHF | 99.98% | 99.98% |
10/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 83,076 | 83,076 | 113,857 CHF | 114,691 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 82,958 | 82,958 | 113,327 CHF | 114,161 CHF | 99.94% | 99.94% |
08/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 150,000 | 150,000 | 83,036 | 83,036 | 112,438 CHF | 113,273 CHF | 99.74% | 99.74% |
05/07/2024 | 0.81% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 88,715 | 88,715 | 113,921 CHF | 114,812 CHF | 99.69% | 99.69% |
04/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 80,000 | 80,000 | 74,683 | 74,683 | 92,256 CHF | 93,002 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 160,000 | 160,000 | 89,609 | 89,609 | 108,114 CHF | 109,014 CHF | 99.99% | 99.99% |
02/07/2024 | 0.91% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 95,000 | 95,000 | 107,412 CHF | 108,366 CHF | 99.99% | 99.99% |