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% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,160 CHF | 87,910 CHF | 98.72% | 98.72% |
12/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,644 CHF | 89,394 CHF | 98.47% | 98.47% |
11/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,181 CHF | 87,931 CHF | 99.09% | 99.09% |
10/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,499 CHF | 85,249 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,331 CHF | 78,081 CHF | 98.75% | 98.75% |
08/07/2024 | 1.31% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,526 CHF | 75,509 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,833 CHF | 74,583 CHF | 98.97% | 98.97% |
04/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,829 CHF | 73,579 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,021 CHF | 70,771 CHF | 97.92% | 97.92% |
02/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,384 CHF | 70,134 CHF | 100.00% | 100.00% |