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 | 0.97% | 1.02 CHF | 1.03 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 128,519 CHF | 129,769 CHF | 99.07% | 99.07% |
12/07/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 135,505 CHF | 136,755 CHF | 98.80% | 98.80% |
11/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 133,910 CHF | 135,160 CHF | 98.33% | 98.33% |
10/07/2024 | 0.92% | 1.18 CHF | 1.19 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 135,883 CHF | 137,133 CHF | 95.14% | 95.14% |
09/07/2024 | 1.00% | 1.08 CHF | 1.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 123,967 CHF | 125,217 CHF | 98.70% | 98.70% |
08/07/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 113,207 CHF | 114,457 CHF | 98.55% | 98.55% |
05/07/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 113,428 CHF | 114,678 CHF | 99.17% | 99.17% |
04/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 117,619 CHF | 118,869 CHF | 99.18% | 99.18% |
03/07/2024 | 1.00% | 0.93 CHF | 0.94 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 124,784 CHF | 126,034 CHF | 98.46% | 98.46% |
02/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 130,276 CHF | 131,526 CHF | 98.77% | 98.77% |