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% | 1.08 CHF | 1.09 CHF | 115,000 | 115,000 | 113,612 | 113,612 | 119,355 CHF | 120,491 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 113,000 | 113,000 | 113,715 | 113,715 | 119,749 CHF | 120,886 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 114,000 | 114,000 | 114,316 | 114,316 | 122,622 CHF | 123,766 CHF | 99.99% | 99.99% |
10/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 116,000 | 116,000 | 116,415 | 116,415 | 129,766 CHF | 130,931 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 117,000 | 117,000 | 115,500 | 115,500 | 126,911 CHF | 128,068 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 116,000 | 116,000 | 115,670 | 115,670 | 127,049 CHF | 128,206 CHF | 99.99% | 99.99% |
05/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 116,000 | 116,000 | 115,006 | 115,006 | 124,546 CHF | 125,696 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 115,000 | 115,000 | 115,692 | 115,692 | 127,657 CHF | 128,814 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 117,000 | 117,000 | 116,414 | 116,414 | 130,132 CHF | 131,296 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 118,000 | 118,000 | 118,611 | 118,611 | 137,825 CHF | 139,011 CHF | 100.00% | 100.00% |