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 | 1.30% | 0.78 CHF | 0.79 CHF | 220,000 | 220,000 | 98,387 | 98,387 | 77,035 CHF | 78,022 CHF | 99.98% | 99.98% |
12/07/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 220,000 | 220,000 | 91,487 | 91,487 | 64,102 CHF | 65,019 CHF | 99.90% | 99.90% |
11/07/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 220,000 | 220,000 | 98,406 | 98,406 | 79,447 CHF | 80,433 CHF | 99.98% | 99.98% |
10/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 88,163 CHF | 89,149 CHF | 100.00% | 100.00% |
09/07/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 94,409 CHF | 95,395 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 220,000 | 220,000 | 98,417 | 98,417 | 97,922 CHF | 98,908 CHF | 100.00% | 100.00% |
05/07/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 220,000 | 220,000 | 97,960 | 97,960 | 93,627 CHF | 94,609 CHF | 99.63% | 99.63% |
04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 65,084 CHF | 65,789 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 220,000 | 220,000 | 98,410 | 98,410 | 93,567 CHF | 94,552 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 220,000 | 220,000 | 98,594 | 98,594 | 103,576 CHF | 104,563 CHF | 100.00% | 100.00% |