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 | 0.99% | 2.08 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,663 CHF | 163,263 CHF | 95.22% | 95.22% |
12/07/2024 | 0.97% | 2.15 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,368 CHF | 163,956 CHF | 99.01% | 99.01% |
11/07/2024 | 0.99% | 2.08 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,328 CHF | 160,911 CHF | 90.00% | 90.00% |
10/07/2024 | 1.05% | 2.01 CHF | 2.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,191 CHF | 147,741 CHF | 100.00% | 100.00% |
09/07/2024 | 1.07% | 1.94 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,354 CHF | 148,934 CHF | 99.91% | 99.91% |
08/07/2024 | 1.05% | 1.95 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,311 CHF | 146,845 CHF | 99.71% | 99.71% |
05/07/2024 | 1.06% | 1.90 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,173 CHF | 146,713 CHF | 98.81% | 98.81% |
04/07/2024 | 1.06% | 1.95 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,274 CHF | 145,815 CHF | 100.00% | 100.00% |
03/07/2024 | 1.11% | 1.86 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,976 CHF | 141,537 CHF | 99.73% | 99.73% |
02/07/2024 | 1.11% | 1.87 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,082 CHF | 139,627 CHF | 100.00% | 100.00% |