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 | 0.90% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,783 CHF | 83,533 CHF | 98.71% | 98.71% |
12/07/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,508 CHF | 85,258 CHF | 98.47% | 98.47% |
11/07/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,905 CHF | 83,655 CHF | 99.08% | 99.08% |
10/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,250 CHF | 81,000 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,083 CHF | 73,833 CHF | 98.75% | 98.75% |
08/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,259 CHF | 71,009 CHF | 100.00% | 100.00% |
05/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,524 CHF | 70,274 CHF | 98.97% | 98.97% |
04/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,508 CHF | 69,258 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,521 CHF | 66,271 CHF | 97.92% | 97.92% |
02/07/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,212 CHF | 65,962 CHF | 100.00% | 100.00% |