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 | 0.93% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,255 CHF | 81,005 CHF | 98.72% | 98.72% |
12/07/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,599 CHF | 80,349 CHF | 99.38% | 99.38% |
11/07/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,368 CHF | 78,118 CHF | 99.15% | 99.15% |
10/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,562 CHF | 75,312 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,915 CHF | 76,665 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,367 CHF | 77,117 CHF | 100.00% | 100.00% |
05/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,143 CHF | 80,893 CHF | 99.62% | 99.62% |
04/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,930 CHF | 79,680 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,327 CHF | 77,077 CHF | 99.73% | 99.73% |
02/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,974 CHF | 71,724 CHF | 100.00% | 100.00% |