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 | 0.86% | 1.16 CHF | 1.17 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 248,449 CHF | 250,590 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 251,796 CHF | 253,937 CHF | 99.95% | 99.95% |
11/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 215,000 | 215,000 | 213,993 | 213,993 | 247,199 CHF | 249,341 CHF | 99.85% | 99.85% |
10/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 215,000 | 215,000 | 214,123 | 214,123 | 247,006 CHF | 249,147 CHF | 99.96% | 99.96% |
09/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 220,000 | 220,000 | 216,031 | 216,031 | 244,705 CHF | 246,865 CHF | 99.82% | 99.82% |
08/07/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 215,000 | 215,000 | 214,112 | 214,112 | 252,967 CHF | 255,108 CHF | 99.83% | 99.83% |
05/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 215,000 | 215,000 | 214,112 | 214,112 | 250,144 CHF | 252,285 CHF | 99.87% | 99.87% |
04/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 247,476 CHF | 249,617 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 215,000 | 215,000 | 216,962 | 216,962 | 244,513 CHF | 246,683 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 241,309 CHF | 243,500 CHF | 99.99% | 99.99% |