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 | 1.01% | 0.99 CHF | 1.00 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 255,956 CHF | 258,556 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 279,922 CHF | 282,522 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 264,501 CHF | 267,101 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 1.02 CHF | 1.03 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 259,597 CHF | 262,297 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 270,000 | 270,000 | 269,090 | 269,090 | 273,510 CHF | 276,210 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 260,000 | 260,000 | 259,540 | 259,540 | 275,068 CHF | 277,668 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 307,758 CHF | 310,358 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 297,607 CHF | 300,207 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 299,536 CHF | 302,236 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 317,005 CHF | 319,705 CHF | 99.99% | 99.99% |