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 | 0.54% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,044 CHF | 139,794 CHF | 99.72% | 99.72% |
12/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,820 CHF | 140,570 CHF | 99.01% | 99.01% |
11/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,852 CHF | 141,602 CHF | 99.08% | 99.08% |
10/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,773 CHF | 139,523 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,963 CHF | 137,713 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,716 CHF | 139,466 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,417 CHF | 138,167 CHF | 98.86% | 98.86% |
04/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,917 CHF | 137,667 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,236 CHF | 134,986 CHF | 99.82% | 99.82% |
02/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,302 CHF | 135,052 CHF | 100.00% | 100.00% |