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 | 0.83% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,981 CHF | 126,022 CHF | 99.72% | 99.72% |
12/07/2024 | 0.81% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,217 CHF | 125,232 CHF | 98.15% | 98.15% |
11/07/2024 | 0.72% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,094 CHF | 127,006 CHF | 98.98% | 98.98% |
10/07/2024 | 0.96% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 94,141 | 94,141 | 145,820 CHF | 147,169 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,422 CHF | 156,761 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.58 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,632 CHF | 122,586 CHF | 99.98% | 99.98% |
05/07/2024 | 0.72% | 1.66 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,364 CHF | 127,278 CHF | 98.98% | 98.98% |
04/07/2024 | 0.71% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,462 CHF | 126,362 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,922 CHF | 166,190 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.56 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,371 CHF | 153,568 CHF | 99.95% | 99.95% |