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 | 0.69% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,710 CHF | 108,460 CHF | 99.66% | 99.66% |
12/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,753 CHF | 107,503 CHF | 99.01% | 99.01% |
11/07/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,014 CHF | 102,764 CHF | 99.09% | 99.09% |
10/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,220 CHF | 95,970 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,121 CHF | 96,871 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,299 CHF | 97,049 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,386 CHF | 100,136 CHF | 98.98% | 98.98% |
04/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,703 CHF | 98,453 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,694 CHF | 96,444 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,174 CHF | 89,924 CHF | 99.39% | 99.39% |