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 | 0.98% | 1.07 CHF | 1.08 CHF | 235,000 | 235,000 | 102,720 | 102,720 | 108,457 CHF | 109,487 CHF | 99.99% | 99.99% |
12/07/2024 | 1.09% | 1.02 CHF | 1.03 CHF | 225,000 | 225,000 | 98,466 | 98,466 | 97,398 CHF | 98,403 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 230,000 | 230,000 | 103,663 | 103,663 | 111,416 CHF | 112,455 CHF | 99.99% | 99.99% |
10/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 240,000 | 240,000 | 107,294 | 107,294 | 122,660 CHF | 123,735 CHF | 99.89% | 99.89% |
09/07/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 240,000 | 240,000 | 107,171 | 107,171 | 121,469 CHF | 122,543 CHF | 99.73% | 99.73% |
08/07/2024 | 0.93% | 1.13 CHF | 1.14 CHF | 240,000 | 240,000 | 105,601 | 105,601 | 116,524 CHF | 117,582 CHF | 99.32% | 99.32% |
05/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 240,000 | 240,000 | 106,446 | 106,446 | 120,431 CHF | 121,497 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 96,000 | 96,000 | 76,923 | 76,923 | 87,724 CHF | 88,494 CHF | 99.63% | 99.63% |
03/07/2024 | 0.91% | 1.16 CHF | 1.17 CHF | 240,000 | 240,000 | 105,165 | 105,165 | 117,379 CHF | 118,433 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 240,000 | 240,000 | 106,606 | 106,606 | 123,216 CHF | 124,286 CHF | 100.00% | 100.00% |