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 | 0.93% | 1.07 CHF | 1.09 CHF | 30,000 | 30,000 | 189,791 | 189,791 | 208,666 CHF | 210,573 CHF | 98.95% | 98.95% |
12/07/2024 | 0.96% | 1.09 CHF | 1.11 CHF | 30,000 | 30,000 | 189,985 | 189,985 | 203,505 CHF | 205,414 CHF | 98.89% | 98.89% |
11/07/2024 | 0.96% | 1.04 CHF | 1.06 CHF | 30,000 | 30,000 | 190,408 | 190,408 | 204,908 CHF | 206,823 CHF | 98.93% | 98.93% |
10/07/2024 | 0.98% | 1.08 CHF | 1.10 CHF | 30,000 | 30,000 | 194,238 | 194,238 | 203,966 CHF | 205,918 CHF | 98.95% | 98.95% |
09/07/2024 | 0.96% | 1.06 CHF | 1.08 CHF | 30,000 | 30,000 | 192,475 | 192,475 | 205,498 CHF | 207,432 CHF | 98.71% | 98.71% |
08/07/2024 | 0.94% | 1.10 CHF | 1.12 CHF | 30,000 | 30,000 | 189,781 | 189,781 | 206,655 CHF | 208,563 CHF | 98.23% | 98.23% |
05/07/2024 | 0.95% | 1.09 CHF | 1.11 CHF | 30,000 | 30,000 | 190,167 | 190,167 | 204,788 CHF | 206,699 CHF | 98.94% | 98.94% |
04/07/2024 | 0.97% | 1.08 CHF | 1.10 CHF | 30,000 | 30,000 | 193,129 | 193,129 | 204,980 CHF | 206,920 CHF | 98.53% | 98.53% |
03/07/2024 | 0.94% | 1.04 CHF | 1.06 CHF | 30,000 | 30,000 | 190,892 | 190,892 | 206,928 CHF | 208,845 CHF | 98.35% | 98.35% |
02/07/2024 | 0.91% | 1.13 CHF | 1.15 CHF | 30,000 | 30,000 | 187,215 | 187,215 | 212,042 CHF | 213,923 CHF | 98.84% | 98.84% |