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 | 0.62% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,823 CHF | 120,573 CHF | 99.66% | 99.66% |
12/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,753 CHF | 119,503 CHF | 99.01% | 99.01% |
11/07/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,058 CHF | 114,808 CHF | 99.09% | 99.09% |
10/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,263 CHF | 108,013 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,219 CHF | 108,969 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,351 CHF | 109,101 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,386 CHF | 112,136 CHF | 98.98% | 98.98% |
04/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,767 CHF | 110,517 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,745 CHF | 108,495 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,234 CHF | 101,984 CHF | 99.95% | 99.95% |