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 | 0.92% | 1.11 CHF | 1.12 CHF | 120,000 | 120,000 | 118,792 | 118,792 | 130,701 CHF | 131,890 CHF | 99.78% | 99.78% |
12/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 120,000 | 120,000 | 118,792 | 118,792 | 135,323 CHF | 136,512 CHF | 99.90% | 99.90% |
11/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 120,000 | 120,000 | 118,785 | 118,785 | 138,056 CHF | 139,245 CHF | 99.38% | 99.38% |
10/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 118,792 | 118,792 | 136,977 CHF | 138,166 CHF | 99.93% | 99.93% |
09/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 120,000 | 120,000 | 118,516 | 118,516 | 137,300 CHF | 138,489 CHF | 99.99% | 99.99% |
08/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 120,000 | 120,000 | 118,372 | 118,372 | 144,454 CHF | 145,641 CHF | 99.86% | 99.86% |
05/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 118,792 | 118,792 | 140,491 CHF | 141,680 CHF | 99.90% | 99.90% |
04/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 120,000 | 120,000 | 118,792 | 118,792 | 140,170 CHF | 141,359 CHF | 99.91% | 99.91% |
03/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 118,787 | 118,787 | 139,811 CHF | 141,000 CHF | 99.51% | 99.51% |
02/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 120,000 | 120,000 | 118,787 | 118,787 | 138,529 CHF | 139,718 CHF | 99.51% | 99.51% |