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 | 1.34% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 88,821 | 88,821 | 67,767 CHF | 68,657 CHF | 100.00% | 100.00% |
12/07/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 64,502 CHF | 65,378 CHF | 100.00% | 100.00% |
11/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 88,674 | 88,674 | 71,156 CHF | 72,045 CHF | 100.00% | 100.00% |
10/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 76,260 CHF | 77,181 CHF | 99.90% | 99.90% |
09/07/2024 | 1.48% | 0.85 CHF | 0.86 CHF | 210,000 | 210,000 | 89,109 | 89,109 | 74,940 CHF | 75,872 CHF | 99.73% | 99.73% |
08/07/2024 | 1.30% | 0.85 CHF | 0.86 CHF | 210,000 | 210,000 | 91,254 | 91,254 | 76,294 CHF | 77,236 CHF | 99.26% | 99.26% |
05/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 78,470 CHF | 79,405 CHF | 99.90% | 99.90% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 82,000 | 82,000 | 66,109 | 66,109 | 55,298 CHF | 55,959 CHF | 99.54% | 99.54% |
03/07/2024 | 1.34% | 0.85 CHF | 0.86 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 74,279 CHF | 75,217 CHF | 100.00% | 100.00% |
02/07/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 210,000 | 210,000 | 93,643 | 93,643 | 81,885 CHF | 82,830 CHF | 100.00% | 100.00% |