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 | 1.01% | 0.99 CHF | 1.01 CHF | 30,000 | 30,000 | 189,791 | 189,791 | 193,286 CHF | 195,193 CHF | 98.95% | 98.95% |
12/07/2024 | 1.03% | 1.00 CHF | 1.02 CHF | 30,000 | 30,000 | 189,985 | 189,985 | 188,053 CHF | 189,962 CHF | 98.89% | 98.89% |
11/07/2024 | 1.03% | 0.96 CHF | 0.98 CHF | 30,000 | 30,000 | 190,408 | 190,408 | 189,533 CHF | 191,447 CHF | 98.93% | 98.93% |
10/07/2024 | 1.06% | 1.00 CHF | 1.02 CHF | 30,000 | 30,000 | 194,238 | 194,238 | 188,247 CHF | 190,199 CHF | 98.95% | 98.95% |
09/07/2024 | 1.04% | 0.98 CHF | 1.00 CHF | 30,000 | 30,000 | 192,476 | 192,476 | 190,021 CHF | 191,955 CHF | 98.72% | 98.72% |
08/07/2024 | 1.02% | 1.02 CHF | 1.04 CHF | 30,000 | 30,000 | 189,781 | 189,781 | 191,411 CHF | 193,319 CHF | 98.23% | 98.23% |
05/07/2024 | 1.03% | 1.01 CHF | 1.03 CHF | 30,000 | 30,000 | 190,172 | 190,172 | 189,499 CHF | 191,410 CHF | 98.94% | 98.94% |
04/07/2024 | 1.05% | 0.99 CHF | 1.01 CHF | 30,000 | 30,000 | 193,133 | 193,133 | 189,446 CHF | 191,387 CHF | 98.58% | 98.58% |
03/07/2024 | 1.02% | 0.96 CHF | 0.98 CHF | 30,000 | 30,000 | 190,892 | 190,892 | 191,534 CHF | 193,450 CHF | 98.35% | 98.35% |
02/07/2024 | 0.98% | 1.05 CHF | 1.07 CHF | 30,000 | 30,000 | 187,216 | 187,216 | 197,001 CHF | 198,882 CHF | 98.86% | 98.86% |