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% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,729 CHF | 77,479 CHF | 99.61% | 99.61% |
12/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,931 CHF | 77,681 CHF | 99.01% | 99.01% |
11/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,059 CHF | 76,809 CHF | 93.88% | 93.88% |
10/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,952 CHF | 79,702 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,347 CHF | 75,097 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,213 CHF | 73,963 CHF | 97.53% | 97.53% |
05/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,061 CHF | 74,811 CHF | 98.69% | 98.69% |
04/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,502 CHF | 75,252 CHF | 87.44% | 87.44% |
03/07/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,842 CHF | 76,592 CHF | 99.95% | 99.95% |
02/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,840 CHF | 81,590 CHF | 100.00% | 100.00% |