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 | 1.40% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 88,821 | 88,821 | 64,770 CHF | 65,660 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 61,756 CHF | 62,633 CHF | 100.00% | 100.00% |
11/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 88,676 | 88,676 | 68,165 CHF | 69,054 CHF | 100.00% | 100.00% |
10/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 73,225 CHF | 74,146 CHF | 99.90% | 99.90% |
09/07/2024 | 1.54% | 0.81 CHF | 0.82 CHF | 210,000 | 210,000 | 89,159 | 89,159 | 72,138 CHF | 73,070 CHF | 99.65% | 99.65% |
08/07/2024 | 1.35% | 0.82 CHF | 0.83 CHF | 210,000 | 210,000 | 91,243 | 91,243 | 73,281 CHF | 74,222 CHF | 99.29% | 99.29% |
05/07/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 75,377 CHF | 76,312 CHF | 99.90% | 99.90% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 82,000 | 82,000 | 66,096 | 66,096 | 53,088 CHF | 53,749 CHF | 99.63% | 99.63% |
03/07/2024 | 1.39% | 0.82 CHF | 0.83 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 71,361 CHF | 72,299 CHF | 100.00% | 100.00% |
02/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 210,000 | 210,000 | 93,643 | 93,643 | 78,770 CHF | 79,715 CHF | 100.00% | 100.00% |