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 | 0.94% | 1.14 CHF | 1.15 CHF | 240,000 | 240,000 | 139,536 | 139,536 | 154,000 CHF | 155,402 CHF | 88.63% | 88.63% |
12/07/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250,000 | 250,000 | 138,187 | 138,187 | 152,135 CHF | 153,523 CHF | 94.77% | 94.77% |
11/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 240,000 | 240,000 | 132,579 | 132,579 | 158,209 CHF | 159,540 CHF | 99.49% | 99.49% |
10/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 240,000 | 240,000 | 132,742 | 132,742 | 158,551 CHF | 159,884 CHF | 99.59% | 99.59% |
09/07/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 240,000 | 240,000 | 130,681 | 130,681 | 155,682 CHF | 156,996 CHF | 97.69% | 97.69% |
08/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 240,000 | 240,000 | 133,007 | 133,007 | 157,455 CHF | 158,791 CHF | 98.71% | 98.71% |
05/07/2024 | 0.90% | 1.20 CHF | 1.21 CHF | 240,000 | 240,000 | 131,814 | 131,814 | 150,732 CHF | 152,055 CHF | 93.63% | 93.63% |
04/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 120,000 | 120,000 | 109,808 | 109,808 | 122,293 CHF | 123,391 CHF | 96.70% | 96.70% |
03/07/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 240,000 | 240,000 | 135,363 | 135,363 | 148,181 CHF | 149,540 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 250,000 | 250,000 | 140,086 | 140,086 | 146,108 CHF | 147,514 CHF | 93.94% | 93.94% |