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 | 0.87% | 1.09 CHF | 1.10 CHF | 152,000 | 152,000 | 149,653 | 149,653 | 170,593 CHF | 172,090 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 171,464 CHF | 172,964 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 152,000 | 152,000 | 150,031 | 150,031 | 167,514 CHF | 169,016 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 152,000 | 152,000 | 153,876 | 153,876 | 152,932 CHF | 154,471 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 154,980 CHF | 156,520 CHF | 99.74% | 99.74% |
08/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 154,000 | 154,000 | 154,276 | 154,276 | 152,109 CHF | 153,652 CHF | 99.32% | 99.32% |
05/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 156,000 | 156,000 | 154,331 | 154,331 | 152,267 CHF | 153,810 CHF | 100.00% | 100.00% |
04/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 154,000 | 154,000 | 154,367 | 154,367 | 151,403 CHF | 152,947 CHF | 99.63% | 99.63% |
03/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 147,256 CHF | 148,816 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 156,000 | 156,000 | 156,001 | 156,001 | 144,651 CHF | 146,211 CHF | 99.99% | 99.99% |