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 | 0.86% | 1.10 CHF | 1.11 CHF | 150,000 | 150,000 | 140,472 | 140,472 | 162,686 CHF | 164,091 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 166,840 CHF | 168,240 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 140,000 | 140,000 | 139,898 | 139,898 | 162,008 CHF | 163,408 CHF | 100.00% | 100.00% |
10/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 158,093 CHF | 159,593 CHF | 99.99% | 99.99% |
09/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 149,809 | 149,809 | 157,892 CHF | 159,392 CHF | 99.73% | 99.73% |
08/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 156,925 CHF | 158,425 CHF | 99.31% | 99.31% |
05/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 155,064 CHF | 156,564 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 151,017 CHF | 152,517 CHF | 99.64% | 99.64% |
03/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 140,644 CHF | 142,144 CHF | 100.00% | 100.00% |
02/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 136,922 CHF | 138,422 CHF | 100.00% | 100.00% |