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 | 1.00% | 1.00 CHF | 1.01 CHF | 215,000 | 215,000 | 214,115 | 214,115 | 213,916 CHF | 216,057 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 217,050 CHF | 219,191 CHF | 99.93% | 99.93% |
11/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 215,000 | 215,000 | 213,982 | 213,982 | 212,608 CHF | 214,749 CHF | 99.76% | 99.76% |
10/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 214,125 | 214,125 | 212,303 CHF | 214,444 CHF | 99.99% | 99.99% |
09/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 220,000 | 220,000 | 216,032 | 216,032 | 209,799 CHF | 211,959 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 215,000 | 215,000 | 214,111 | 214,111 | 218,378 CHF | 220,519 CHF | 99.79% | 99.79% |
05/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 215,699 CHF | 217,840 CHF | 99.91% | 99.91% |
04/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 213,001 CHF | 215,142 CHF | 99.97% | 99.97% |
03/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 215,000 | 215,000 | 216,962 | 216,962 | 209,488 CHF | 211,657 CHF | 99.98% | 99.98% |
02/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 206,014 CHF | 208,205 CHF | 99.97% | 99.97% |