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 | 0.97% | 1.00 CHF | 1.01 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 230,582 CHF | 25,870 CHF | 99.27% | 99.27% |
12/07/2024 | 0.96% | 1.10 CHF | 1.11 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 232,437 CHF | 26,076 CHF | 99.27% | 99.27% |
11/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 228,409 CHF | 25,629 CHF | 99.27% | 99.27% |
10/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 221,266 CHF | 24,835 CHF | 99.27% | 99.27% |
09/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 221,551 CHF | 24,867 CHF | 99.27% | 99.27% |
08/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 222,998 CHF | 25,028 CHF | 99.21% | 99.21% |
05/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 221,730 CHF | 24,887 CHF | 99.27% | 99.27% |
04/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 224,392 CHF | 25,182 CHF | 99.27% | 99.27% |
03/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 227,069 CHF | 25,480 CHF | 99.27% | 99.27% |
02/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 215,824 CHF | 24,231 CHF | 99.26% | 99.26% |