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 | 1.19% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 76,289 CHF | 77,179 CHF | 100.00% | 100.00% |
12/07/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 72,989 CHF | 73,865 CHF | 100.00% | 100.00% |
11/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 88,676 | 88,676 | 79,668 CHF | 80,557 CHF | 100.00% | 100.00% |
10/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 205,000 | 205,000 | 91,699 | 91,699 | 85,208 CHF | 86,129 CHF | 99.90% | 99.90% |
09/07/2024 | 1.33% | 0.94 CHF | 0.95 CHF | 210,000 | 210,000 | 89,107 | 89,107 | 83,691 CHF | 84,623 CHF | 99.74% | 99.74% |
08/07/2024 | 1.16% | 0.95 CHF | 0.96 CHF | 210,000 | 210,000 | 91,239 | 91,239 | 85,154 CHF | 86,095 CHF | 99.30% | 99.30% |
05/07/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 210,000 | 210,000 | 93,269 | 93,269 | 87,541 CHF | 88,476 CHF | 99.89% | 99.89% |
04/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 82,000 | 82,000 | 66,101 | 66,101 | 61,714 CHF | 62,375 CHF | 99.59% | 99.59% |
03/07/2024 | 1.20% | 0.95 CHF | 0.96 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 82,809 CHF | 83,747 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 210,000 | 210,000 | 93,644 | 93,644 | 91,069 CHF | 92,014 CHF | 100.00% | 100.00% |