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 | 0.88% | 1.12 CHF | 1.13 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 316,912 CHF | 319,704 CHF | 99.98% | 99.98% |
12/07/2024 | 0.91% | 1.18 CHF | 1.19 CHF | 280,000 | 280,000 | 283,000 | 283,000 | 311,076 CHF | 313,906 CHF | 99.96% | 99.96% |
11/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 290,000 | 290,000 | 288,487 | 288,487 | 299,058 CHF | 301,945 CHF | 99.99% | 99.99% |
10/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 289,717 CHF | 292,646 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 292,900 | 292,900 | 289,906 CHF | 292,835 CHF | 99.69% | 99.69% |
08/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 302,801 CHF | 305,689 CHF | 99.31% | 99.31% |
05/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 306,295 CHF | 309,144 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 299,296 CHF | 302,184 CHF | 99.65% | 99.65% |
03/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 290,000 | 290,000 | 290,661 | 290,661 | 294,963 CHF | 297,870 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 292,376 CHF | 295,314 CHF | 100.00% | 100.00% |