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 | 0.95% | 1.04 CHF | 1.05 CHF | 235,000 | 235,000 | 234,826 | 234,826 | 245,743 CHF | 248,092 CHF | 99.53% | 99.53% |
12/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 235,000 | 235,000 | 236,266 | 236,266 | 247,230 CHF | 249,592 CHF | 99.82% | 99.82% |
11/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 240,000 | 240,000 | 238,870 | 238,870 | 254,100 CHF | 256,490 CHF | 99.01% | 99.01% |
10/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 241,776 | 241,776 | 262,738 CHF | 265,156 CHF | 98.83% | 98.83% |
09/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 239,379 | 239,379 | 256,790 CHF | 259,184 CHF | 99.59% | 99.59% |
08/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 240,000 | 240,000 | 239,008 | 239,008 | 253,944 CHF | 256,334 CHF | 99.82% | 99.82% |
05/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 238,559 | 238,559 | 250,422 CHF | 252,808 CHF | 99.56% | 99.56% |
04/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 240,000 | 240,000 | 238,849 | 238,849 | 251,639 CHF | 254,027 CHF | 98.79% | 98.79% |
03/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 240,000 | 240,000 | 238,988 | 238,988 | 254,991 CHF | 257,381 CHF | 97.78% | 97.78% |
02/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 267,356 CHF | 269,796 CHF | 100.00% | 100.00% |