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 | 1.04% | 0.97 CHF | 0.99 CHF | 30,000 | 30,000 | 189,791 | 189,791 | 188,045 CHF | 189,952 CHF | 98.95% | 98.95% |
12/07/2024 | 1.06% | 0.98 CHF | 1.00 CHF | 30,000 | 30,000 | 189,984 | 189,984 | 183,073 CHF | 184,983 CHF | 98.89% | 98.89% |
11/07/2024 | 1.06% | 0.94 CHF | 0.96 CHF | 30,000 | 30,000 | 190,412 | 190,412 | 184,384 CHF | 186,299 CHF | 98.92% | 98.92% |
10/07/2024 | 1.09% | 0.97 CHF | 0.99 CHF | 30,000 | 30,000 | 194,238 | 194,238 | 182,965 CHF | 184,917 CHF | 98.95% | 98.95% |
09/07/2024 | 1.07% | 0.95 CHF | 0.97 CHF | 30,000 | 30,000 | 192,475 | 192,475 | 184,847 CHF | 186,781 CHF | 98.73% | 98.73% |
08/07/2024 | 1.05% | 0.99 CHF | 1.01 CHF | 30,000 | 30,000 | 189,781 | 189,781 | 186,080 CHF | 187,987 CHF | 98.23% | 98.23% |
05/07/2024 | 1.06% | 0.98 CHF | 1.00 CHF | 30,000 | 30,000 | 190,169 | 190,169 | 184,255 CHF | 186,166 CHF | 98.94% | 98.94% |
04/07/2024 | 1.07% | 0.97 CHF | 0.99 CHF | 30,000 | 30,000 | 193,129 | 193,129 | 184,283 CHF | 186,224 CHF | 98.53% | 98.53% |
03/07/2024 | 1.05% | 0.93 CHF | 0.95 CHF | 30,000 | 30,000 | 190,892 | 190,892 | 186,436 CHF | 188,353 CHF | 98.35% | 98.35% |
02/07/2024 | 1.00% | 1.02 CHF | 1.04 CHF | 30,000 | 30,000 | 187,217 | 187,217 | 192,020 CHF | 193,902 CHF | 98.88% | 98.88% |