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 | 0.66% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,117 CHF | 114,867 CHF | 99.66% | 99.66% |
12/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,105 CHF | 113,855 CHF | 99.01% | 99.01% |
11/07/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,356 CHF | 109,106 CHF | 98.38% | 98.38% |
10/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,540 CHF | 102,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,508 CHF | 103,258 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,631 CHF | 103,381 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,722 CHF | 106,472 CHF | 98.96% | 98.96% |
04/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,027 CHF | 104,777 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,970 CHF | 102,720 CHF | 99.96% | 99.96% |
02/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,508 CHF | 96,258 CHF | 100.00% | 100.00% |