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 | 1.20% | 0.84 CHF | 0.85 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 577,940 CHF | 584,940 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 490,995 CHF | 496,995 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 600,000 | 600,000 | 596,699 | 596,699 | 506,998 CHF | 512,965 CHF | 100.00% | 100.00% |
10/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 525,387 CHF | 531,387 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 523,672 CHF | 529,672 CHF | 100.00% | 100.00% |
08/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 600,000 | 600,000 | 599,728 | 599,728 | 488,975 CHF | 494,972 CHF | 100.00% | 100.00% |
05/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600,000 | 600,000 | 598,575 | 598,575 | 482,343 CHF | 488,329 CHF | 100.00% | 100.00% |
04/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 490,293 CHF | 496,293 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600,000 | 600,000 | 598,539 | 598,539 | 503,417 CHF | 509,402 CHF | 100.00% | 100.00% |
02/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 600,000 | 600,000 | 598,704 | 598,704 | 535,991 CHF | 541,978 CHF | 100.00% | 100.00% |