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 | 205,000 | 205,000 | 204,050 | 204,050 | 213,693 CHF | 215,733 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 215,768 CHF | 217,810 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 205,000 | 205,000 | 205,094 | 205,094 | 218,433 CHF | 220,485 CHF | 100.00% | 100.00% |
10/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 205,000 | 205,000 | 204,156 | 204,156 | 213,840 CHF | 215,882 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 237,882 CHF | 240,023 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 215,000 | 215,000 | 213,727 | 213,727 | 236,134 CHF | 238,271 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 215,000 | 215,000 | 214,479 | 214,479 | 241,058 CHF | 243,203 CHF | 99.81% | 99.81% |
04/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 220,000 | 220,000 | 222,528 | 222,528 | 259,551 CHF | 261,777 CHF | 99.49% | 99.49% |
03/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 225,000 | 225,000 | 221,056 | 221,056 | 256,812 CHF | 259,022 CHF | 99.35% | 99.35% |
02/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225,000 | 225,000 | 229,162 | 229,162 | 275,251 CHF | 277,542 CHF | 99.43% | 99.43% |