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 | 0.84% | 1.25 CHF | 1.26 CHF | 235,000 | 235,000 | 102,730 | 102,730 | 126,787 CHF | 127,816 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 1.20 CHF | 1.21 CHF | 225,000 | 225,000 | 98,464 | 98,464 | 114,994 CHF | 116,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 230,000 | 230,000 | 103,668 | 103,668 | 129,964 CHF | 131,003 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 107,293 | 107,293 | 141,892 CHF | 142,966 CHF | 99.89% | 99.89% |
09/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 107,169 | 107,169 | 140,661 CHF | 141,734 CHF | 99.73% | 99.73% |
08/07/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 240,000 | 240,000 | 105,602 | 105,602 | 135,381 CHF | 136,439 CHF | 99.32% | 99.32% |
05/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 240,000 | 240,000 | 106,447 | 106,447 | 139,484 CHF | 140,550 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 96,000 | 96,000 | 76,918 | 76,918 | 101,534 CHF | 102,303 CHF | 99.66% | 99.66% |
03/07/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 105,164 | 105,164 | 136,263 CHF | 137,316 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 240,000 | 240,000 | 106,596 | 106,596 | 142,380 CHF | 143,450 CHF | 99.99% | 99.99% |