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 | 1.07% | 0.94 CHF | 0.96 CHF | 30,000 | 30,000 | 189,791 | 189,791 | 182,520 CHF | 184,427 CHF | 98.95% | 98.95% |
12/07/2024 | 1.10% | 0.95 CHF | 0.97 CHF | 30,000 | 30,000 | 189,985 | 189,985 | 177,492 CHF | 179,401 CHF | 98.89% | 98.89% |
11/07/2024 | 1.10% | 0.91 CHF | 0.93 CHF | 30,000 | 30,000 | 190,412 | 190,412 | 178,785 CHF | 180,699 CHF | 98.93% | 98.93% |
10/07/2024 | 1.12% | 0.95 CHF | 0.97 CHF | 30,000 | 30,000 | 194,238 | 194,238 | 177,345 CHF | 179,297 CHF | 98.95% | 98.95% |
09/07/2024 | 1.10% | 0.93 CHF | 0.95 CHF | 30,000 | 30,000 | 192,475 | 192,475 | 179,382 CHF | 181,316 CHF | 98.72% | 98.72% |
08/07/2024 | 1.08% | 0.96 CHF | 0.98 CHF | 30,000 | 30,000 | 189,781 | 189,781 | 180,576 CHF | 182,483 CHF | 98.23% | 98.23% |
05/07/2024 | 1.09% | 0.95 CHF | 0.97 CHF | 30,000 | 30,000 | 190,169 | 190,169 | 178,763 CHF | 180,674 CHF | 98.94% | 98.94% |
04/07/2024 | 1.11% | 0.94 CHF | 0.96 CHF | 30,000 | 30,000 | 193,133 | 193,133 | 178,726 CHF | 180,666 CHF | 98.59% | 98.59% |
03/07/2024 | 1.08% | 0.90 CHF | 0.92 CHF | 30,000 | 30,000 | 190,892 | 190,892 | 180,872 CHF | 182,789 CHF | 98.35% | 98.35% |
02/07/2024 | 1.03% | 0.99 CHF | 1.01 CHF | 30,000 | 30,000 | 187,217 | 187,217 | 186,634 CHF | 188,516 CHF | 98.88% | 98.88% |