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 | 1.16% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,311 CHF | 65,061 CHF | 99.61% | 99.61% |
12/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,400 CHF | 65,150 CHF | 99.01% | 99.01% |
11/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,687 CHF | 64,437 CHF | 93.88% | 93.88% |
10/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,495 CHF | 67,245 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,020 CHF | 62,770 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,777 CHF | 61,527 CHF | 97.53% | 97.53% |
05/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,735 CHF | 62,485 CHF | 98.69% | 98.69% |
04/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,778 CHF | 62,528 CHF | 87.44% | 87.44% |
03/07/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,125 CHF | 63,875 CHF | 99.95% | 99.95% |
02/07/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,209 CHF | 68,959 CHF | 100.00% | 100.00% |