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 | 0.77% | 1.30 CHF | 1.31 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 278,193 CHF | 280,334 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 281,360 CHF | 283,502 CHF | 99.94% | 99.94% |
11/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 215,000 | 215,000 | 213,986 | 213,986 | 277,173 CHF | 279,314 CHF | 99.85% | 99.85% |
10/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 276,366 CHF | 278,507 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 220,000 | 220,000 | 216,032 | 216,032 | 274,451 CHF | 276,611 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 215,000 | 215,000 | 214,112 | 214,112 | 282,898 CHF | 285,039 CHF | 99.82% | 99.82% |
05/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 215,000 | 215,000 | 214,112 | 214,112 | 280,129 CHF | 282,270 CHF | 99.87% | 99.87% |
04/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 277,197 CHF | 279,338 CHF | 99.97% | 99.97% |
03/07/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 215,000 | 215,000 | 216,962 | 216,962 | 274,458 CHF | 276,627 CHF | 99.97% | 99.97% |
02/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 271,856 CHF | 274,047 CHF | 99.97% | 99.97% |