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 | 0.57% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,823 CHF | 132,573 CHF | 99.66% | 99.66% |
12/07/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,753 CHF | 131,503 CHF | 99.01% | 99.01% |
11/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,182 CHF | 126,932 CHF | 98.36% | 98.36% |
10/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,364 CHF | 120,114 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,219 CHF | 120,969 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,351 CHF | 121,101 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,441 CHF | 124,191 CHF | 98.98% | 98.98% |
04/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,767 CHF | 122,517 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,745 CHF | 120,495 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,328 CHF | 114,078 CHF | 99.08% | 99.08% |