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 | 0.93% | 1.07 CHF | 1.08 CHF | 205,000 | 205,000 | 204,047 | 204,047 | 217,971 CHF | 220,012 CHF | 99.78% | 99.78% |
12/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 205,000 | 205,000 | 204,153 | 204,153 | 220,156 CHF | 222,198 CHF | 99.74% | 99.74% |
11/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 205,000 | 205,000 | 205,098 | 205,098 | 223,193 CHF | 225,245 CHF | 99.48% | 99.48% |
10/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 205,000 | 205,000 | 204,154 | 204,154 | 218,312 CHF | 220,354 CHF | 99.74% | 99.74% |
09/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 242,375 CHF | 244,516 CHF | 99.86% | 99.86% |
08/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 215,000 | 215,000 | 213,727 | 213,727 | 240,991 CHF | 243,128 CHF | 99.99% | 99.99% |
05/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 215,000 | 215,000 | 214,459 | 214,459 | 245,513 CHF | 247,657 CHF | 99.01% | 99.01% |
04/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 220,000 | 220,000 | 222,533 | 222,533 | 264,265 CHF | 266,490 CHF | 98.72% | 98.72% |
03/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 225,000 | 225,000 | 221,020 | 221,020 | 261,812 CHF | 264,022 CHF | 97.97% | 97.97% |
02/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 225,000 | 225,000 | 229,162 | 229,162 | 280,095 CHF | 282,387 CHF | 99.43% | 99.43% |