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 | 1.09% | 0.95 CHF | 0.96 CHF | 80,000 | 80,000 | 35,786 | 35,786 | 33,894 CHF | 34,253 CHF | 99.99% | 99.99% |
12/07/2024 | 1.14% | 0.95 CHF | 0.96 CHF | 80,000 | 80,000 | 35,074 | 35,074 | 31,638 CHF | 31,992 CHF | 100.00% | 100.00% |
11/07/2024 | 0.95% | 0.99 CHF | 1.00 CHF | 80,000 | 80,000 | 35,616 | 35,616 | 37,180 CHF | 37,537 CHF | 100.00% | 100.00% |
10/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 82,000 | 82,000 | 36,812 | 36,812 | 41,036 CHF | 41,406 CHF | 99.90% | 99.90% |
09/07/2024 | 1.09% | 1.15 CHF | 1.16 CHF | 84,000 | 84,000 | 35,675 | 35,675 | 40,721 CHF | 41,094 CHF | 99.70% | 99.70% |
08/07/2024 | 0.97% | 1.16 CHF | 1.17 CHF | 84,000 | 84,000 | 36,471 | 36,471 | 41,153 CHF | 41,529 CHF | 99.31% | 99.31% |
05/07/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 84,000 | 84,000 | 37,463 | 37,463 | 42,624 CHF | 43,000 CHF | 99.90% | 99.90% |
04/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 33,000 | 33,000 | 26,666 | 26,666 | 29,995 CHF | 30,262 CHF | 99.61% | 99.61% |
03/07/2024 | 0.98% | 1.17 CHF | 1.18 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 40,466 CHF | 40,842 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.22 CHF | 1.23 CHF | 84,000 | 84,000 | 37,448 | 37,448 | 45,508 CHF | 45,885 CHF | 100.00% | 100.00% |