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% | 0.92 CHF | 0.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 114,117 CHF | 115,367 CHF | 99.02% | 99.02% |
12/07/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 107,770 CHF | 109,020 CHF | 98.64% | 98.64% |
11/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 109,898 CHF | 111,148 CHF | 98.33% | 98.33% |
10/07/2024 | 1.15% | 0.77 CHF | 0.78 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 108,133 CHF | 109,383 CHF | 95.16% | 95.16% |
09/07/2024 | 1.04% | 0.88 CHF | 0.89 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 120,057 CHF | 121,307 CHF | 98.70% | 98.70% |
08/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 130,870 CHF | 132,120 CHF | 98.55% | 98.55% |
05/07/2024 | 0.95% | 1.11 CHF | 1.12 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 131,453 CHF | 132,703 CHF | 99.17% | 99.17% |
04/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 127,713 CHF | 128,963 CHF | 99.18% | 99.18% |
03/07/2024 | 1.02% | 1.03 CHF | 1.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 121,414 CHF | 122,664 CHF | 98.46% | 98.46% |
02/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 116,323 CHF | 117,573 CHF | 98.84% | 98.84% |