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 | 0.74% | 1.34 CHF | 1.35 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 153,317 CHF | 154,462 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 152,818 CHF | 153,963 CHF | 99.97% | 99.97% |
11/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 115,000 | 115,000 | 114,460 | 114,460 | 147,422 CHF | 148,567 CHF | 99.98% | 99.98% |
10/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 149,124 CHF | 150,318 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 120,000 | 120,000 | 119,502 | 119,502 | 148,289 CHF | 149,484 CHF | 99.45% | 99.45% |
08/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 151,328 CHF | 152,522 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 150,250 CHF | 151,444 CHF | 99.90% | 99.90% |
04/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 149,905 CHF | 151,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 144,447 CHF | 145,642 CHF | 99.85% | 99.85% |
02/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 141,230 CHF | 142,425 CHF | 99.98% | 99.98% |