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 | 0.53% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,605 CHF | 142,355 CHF | 99.66% | 99.66% |
12/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,599 CHF | 141,349 CHF | 99.01% | 99.01% |
11/07/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,808 CHF | 136,558 CHF | 99.09% | 99.09% |
10/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,013 CHF | 129,763 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,969 CHF | 130,719 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,101 CHF | 130,851 CHF | 100.00% | 100.00% |
05/07/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,135 CHF | 133,885 CHF | 98.98% | 98.98% |
04/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,517 CHF | 132,267 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,444 CHF | 130,194 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,984 CHF | 123,734 CHF | 99.95% | 99.95% |