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% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,586 CHF | 92,586 CHF | 100.00% | 100.00% |
12/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 82,724 CHF | 83,624 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 77,600 CHF | 78,400 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 90,690 CHF | 91,590 CHF | 100.00% | 100.00% |
09/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 85,637 CHF | 86,537 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 76,346 CHF | 77,146 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 86,966 CHF | 87,866 CHF | 100.00% | 100.00% |
04/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 77,576 CHF | 78,376 CHF | 100.00% | 100.00% |
03/07/2024 | 1.02% | 1.02 CHF | 1.03 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 87,638 CHF | 88,538 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 81,771 CHF | 82,571 CHF | 100.00% | 100.00% |