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 | 1.69% | 1.78 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,081 CHF | 141,450 CHF | 95.21% | 95.21% |
12/07/2024 | 1.66% | 1.84 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,665 CHF | 142,005 CHF | 99.01% | 99.01% |
11/07/2024 | 1.68% | 1.78 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,728 CHF | 139,051 CHF | 89.99% | 89.99% |
10/07/2024 | 1.84% | 1.71 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,723 CHF | 126,016 CHF | 100.00% | 100.00% |
09/07/2024 | 1.84% | 1.64 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,826 CHF | 127,142 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 1.65 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,829 CHF | 125,113 CHF | 99.71% | 99.71% |
05/07/2024 | 1.86% | 1.60 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,619 CHF | 124,925 CHF | 98.81% | 98.81% |
04/07/2024 | 1.87% | 1.65 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,712 CHF | 124,016 CHF | 100.00% | 100.00% |
03/07/2024 | 1.93% | 1.56 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,649 CHF | 119,943 CHF | 99.63% | 99.63% |
02/07/2024 | 1.96% | 1.57 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,773 CHF | 118,061 CHF | 100.00% | 100.00% |