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 | 1.12% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 140,472 | 140,472 | 124,637 CHF | 126,042 CHF | 100.00% | 100.00% |
12/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 128,796 CHF | 130,196 CHF | 100.00% | 100.00% |
11/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 140,000 | 140,000 | 139,894 | 139,894 | 124,057 CHF | 125,457 CHF | 100.00% | 100.00% |
10/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 117,888 CHF | 119,388 CHF | 99.99% | 99.99% |
09/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 149,812 | 149,812 | 117,596 CHF | 119,096 CHF | 99.74% | 99.74% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 116,608 CHF | 118,108 CHF | 99.31% | 99.31% |
05/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 114,794 CHF | 116,294 CHF | 100.00% | 100.00% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 110,969 CHF | 112,469 CHF | 99.63% | 99.63% |
03/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 100,789 CHF | 102,289 CHF | 100.00% | 100.00% |
02/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 97,018 CHF | 98,518 CHF | 99.99% | 99.99% |