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 | 0.96% | 1.04 CHF | 1.05 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 119,003 CHF | 120,148 CHF | 99.92% | 99.92% |
12/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 118,553 CHF | 119,699 CHF | 99.98% | 99.98% |
11/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 115,000 | 115,000 | 114,459 | 114,459 | 113,191 CHF | 114,336 CHF | 99.93% | 99.93% |
10/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 113,473 CHF | 114,668 CHF | 100.00% | 100.00% |
09/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 112,656 CHF | 113,851 CHF | 99.98% | 99.98% |
08/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 120,000 | 120,000 | 119,328 | 119,328 | 115,799 CHF | 116,992 CHF | 99.66% | 99.66% |
05/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 114,724 CHF | 115,918 CHF | 99.97% | 99.97% |
04/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 114,262 CHF | 115,457 CHF | 100.00% | 100.00% |
03/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 108,810 CHF | 110,005 CHF | 99.99% | 99.99% |
02/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 105,758 CHF | 106,953 CHF | 99.80% | 99.80% |