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 | 0.99% | 1.00 CHF | 1.01 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 214,179 CHF | 216,320 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 217,574 CHF | 219,715 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 215,000 | 215,000 | 213,971 | 213,971 | 213,402 CHF | 215,543 CHF | 99.99% | 99.99% |
10/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 212,919 CHF | 215,060 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 220,000 | 220,000 | 216,031 | 216,031 | 210,271 CHF | 212,431 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 219,160 CHF | 221,301 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 216,509 CHF | 218,650 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 213,242 CHF | 215,383 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 215,000 | 215,000 | 216,963 | 216,963 | 210,229 CHF | 212,399 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 206,911 CHF | 209,102 CHF | 100.00% | 100.00% |