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% | 1.05 CHF | 1.07 CHF | 30,000 | 30,000 | 189,791 | 189,791 | 203,411 CHF | 205,319 CHF | 98.95% | 98.95% |
12/07/2024 | 0.98% | 1.06 CHF | 1.08 CHF | 30,000 | 30,000 | 189,985 | 189,985 | 198,373 CHF | 200,283 CHF | 98.89% | 98.89% |
11/07/2024 | 0.98% | 1.02 CHF | 1.04 CHF | 30,000 | 30,000 | 190,415 | 190,415 | 199,710 CHF | 201,625 CHF | 98.93% | 98.93% |
10/07/2024 | 1.00% | 1.06 CHF | 1.08 CHF | 30,000 | 30,000 | 194,238 | 194,238 | 198,617 CHF | 200,569 CHF | 98.95% | 98.95% |
09/07/2024 | 0.99% | 1.03 CHF | 1.05 CHF | 30,000 | 30,000 | 192,475 | 192,475 | 200,399 CHF | 202,334 CHF | 98.72% | 98.72% |
08/07/2024 | 0.97% | 1.07 CHF | 1.09 CHF | 30,000 | 30,000 | 189,782 | 189,782 | 201,349 CHF | 203,257 CHF | 98.25% | 98.25% |
05/07/2024 | 0.98% | 1.06 CHF | 1.08 CHF | 30,000 | 30,000 | 190,169 | 190,169 | 199,597 CHF | 201,508 CHF | 98.94% | 98.94% |
04/07/2024 | 0.99% | 1.05 CHF | 1.07 CHF | 30,000 | 30,000 | 193,134 | 193,134 | 199,867 CHF | 201,808 CHF | 98.60% | 98.60% |
03/07/2024 | 0.97% | 1.01 CHF | 1.03 CHF | 30,000 | 30,000 | 190,892 | 190,892 | 201,780 CHF | 203,696 CHF | 98.35% | 98.35% |
02/07/2024 | 0.93% | 1.10 CHF | 1.12 CHF | 30,000 | 30,000 | 187,216 | 187,216 | 207,102 CHF | 208,983 CHF | 98.88% | 98.88% |