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 | 0.98% | 1.02 CHF | 1.04 CHF | 30,000 | 30,000 | 189,791 | 189,791 | 198,212 CHF | 200,119 CHF | 98.95% | 98.95% |
12/07/2024 | 1.01% | 1.03 CHF | 1.05 CHF | 30,000 | 30,000 | 189,985 | 189,985 | 192,852 CHF | 194,761 CHF | 98.89% | 98.89% |
11/07/2024 | 1.01% | 0.99 CHF | 1.01 CHF | 30,000 | 30,000 | 190,415 | 190,415 | 194,495 CHF | 196,410 CHF | 98.93% | 98.93% |
10/07/2024 | 1.03% | 1.03 CHF | 1.05 CHF | 30,000 | 30,000 | 194,239 | 194,239 | 193,151 CHF | 195,103 CHF | 98.95% | 98.95% |
09/07/2024 | 1.01% | 1.01 CHF | 1.03 CHF | 30,000 | 30,000 | 192,475 | 192,475 | 195,196 CHF | 197,130 CHF | 98.72% | 98.72% |
08/07/2024 | 0.99% | 1.04 CHF | 1.06 CHF | 30,000 | 30,000 | 189,780 | 189,780 | 196,448 CHF | 198,356 CHF | 98.22% | 98.22% |
05/07/2024 | 1.00% | 1.03 CHF | 1.05 CHF | 30,000 | 30,000 | 190,167 | 190,167 | 194,549 CHF | 196,460 CHF | 98.94% | 98.94% |
04/07/2024 | 1.02% | 1.02 CHF | 1.04 CHF | 30,000 | 30,000 | 193,126 | 193,126 | 194,585 CHF | 196,526 CHF | 98.50% | 98.50% |
03/07/2024 | 0.99% | 0.98 CHF | 1.00 CHF | 30,000 | 30,000 | 190,892 | 190,892 | 196,732 CHF | 198,649 CHF | 98.35% | 98.35% |
02/07/2024 | 0.95% | 1.07 CHF | 1.09 CHF | 30,000 | 30,000 | 187,217 | 187,217 | 202,117 CHF | 203,998 CHF | 98.87% | 98.87% |