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 | 0.93% | 1.07 CHF | 1.08 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 154,640 CHF | 156,090 CHF | 99.81% | 99.81% |
12/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 145,000 | 145,000 | 147,010 | 147,010 | 144,998 CHF | 146,468 CHF | 100.00% | 100.00% |
11/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 149,865 | 149,865 | 140,287 CHF | 141,787 CHF | 99.86% | 99.86% |
10/07/2024 | 1.18% | 0.90 CHF | 0.91 CHF | 150,000 | 150,000 | 150,006 | 150,006 | 126,035 CHF | 127,535 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 155,000 | 155,000 | 152,784 | 152,784 | 124,258 CHF | 125,787 CHF | 99.78% | 99.78% |
08/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 120,387 CHF | 121,937 CHF | 99.29% | 99.29% |
05/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 155,000 | 155,000 | 152,963 | 152,963 | 124,398 CHF | 125,927 CHF | 100.00% | 100.00% |
04/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 116,484 CHF | 118,034 CHF | 99.63% | 99.63% |
03/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 150,054 | 150,054 | 127,794 CHF | 129,294 CHF | 99.95% | 99.95% |
02/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 130,366 CHF | 131,866 CHF | 100.00% | 100.00% |