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 | 0.86% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,522 CHF | 87,272 CHF | 82.85% | 82.85% |
12/07/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,909 CHF | 86,659 CHF | 99.38% | 99.38% |
11/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,752 CHF | 84,502 CHF | 99.16% | 99.16% |
10/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,858 CHF | 81,608 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,277 CHF | 83,027 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,694 CHF | 83,444 CHF | 97.72% | 97.72% |
05/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,694 CHF | 87,444 CHF | 94.31% | 94.31% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,232 CHF | 85,982 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,683 CHF | 83,433 CHF | 99.73% | 99.73% |
02/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,333 CHF | 78,083 CHF | 100.00% | 100.00% |