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 | 0.94% | 1.04 CHF | 1.05 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 151,042 CHF | 152,471 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 148,861 CHF | 150,277 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 140,000 | 140,000 | 139,877 | 139,877 | 144,076 CHF | 145,476 CHF | 99.63% | 99.63% |
10/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 137,830 CHF | 139,209 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 135,082 CHF | 136,448 CHF | 99.73% | 99.73% |
08/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 130,635 CHF | 131,990 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 132,706 CHF | 134,060 CHF | 99.81% | 99.81% |
04/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 137,874 CHF | 139,253 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 141,356 CHF | 142,748 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 150,820 CHF | 152,254 CHF | 99.99% | 99.99% |