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 | 0.98% | 1.31 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,844 CHF | 103,852 CHF | 98.73% | 98.73% |
12/07/2024 | 0.94% | 1.41 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,900 CHF | 103,876 CHF | 99.38% | 99.38% |
11/07/2024 | 1.00% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,909 CHF | 100,915 CHF | 98.93% | 98.93% |
10/07/2024 | 1.03% | 1.28 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,486 CHF | 94,458 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 1.24 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,175 CHF | 97,155 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.27 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,170 CHF | 97,109 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,719 CHF | 99,676 CHF | 99.62% | 99.62% |
04/07/2024 | 0.93% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,761 CHF | 128,950 CHF | 100.00% | 100.00% |
03/07/2024 | 1.04% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,702 CHF | 126,011 CHF | 99.73% | 99.73% |
02/07/2024 | 1.15% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,942 CHF | 117,278 CHF | 99.87% | 99.87% |