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 | 1.02% | 0.95 CHF | 0.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 122,210 CHF | 123,460 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 123,084 CHF | 124,334 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 120,487 CHF | 121,737 CHF | 100.00% | 100.00% |
10/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 111,797 CHF | 113,047 CHF | 100.00% | 100.00% |
09/07/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 116,148 CHF | 117,398 CHF | 100.00% | 100.00% |
08/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 109,383 CHF | 110,633 CHF | 100.00% | 100.00% |
05/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 109,221 CHF | 110,471 CHF | 100.00% | 100.00% |
04/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 106,987 CHF | 108,237 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 126,113 CHF | 127,613 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 150,000 | 150,000 | 164,949 | 164,949 | 120,730 CHF | 122,379 CHF | 100.00% | 100.00% |