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 | 0.90% | 1.17 CHF | 1.18 CHF | 295,000 | 295,000 | 163,475 | 163,475 | 185,849 CHF | 187,486 CHF | 99.08% | 99.08% |
12/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 300,000 | 300,000 | 164,020 | 164,020 | 186,372 CHF | 188,016 CHF | 99.09% | 99.09% |
11/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 295,000 | 295,000 | 160,406 | 160,406 | 194,150 CHF | 195,758 CHF | 99.21% | 99.21% |
10/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 290,000 | 290,000 | 159,611 | 159,611 | 193,668 CHF | 195,268 CHF | 99.83% | 99.83% |
09/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 290,000 | 290,000 | 159,651 | 159,651 | 193,194 CHF | 194,794 CHF | 99.82% | 99.82% |
08/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 161,459 | 161,459 | 194,212 CHF | 195,829 CHF | 99.34% | 99.34% |
05/07/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 290,000 | 290,000 | 161,583 | 161,583 | 189,295 CHF | 190,913 CHF | 99.38% | 99.38% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 148,000 | 148,000 | 132,073 | 132,073 | 151,468 CHF | 152,789 CHF | 99.94% | 99.94% |
03/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 295,000 | 295,000 | 163,054 | 163,054 | 184,814 CHF | 186,447 CHF | 99.50% | 99.50% |
02/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300,000 | 300,000 | 165,016 | 165,016 | 180,114 CHF | 181,767 CHF | 99.74% | 99.74% |