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 | 1.35% | 1.79 CHF | 1.81 CHF | 75,000 | 75,000 | 55,186 | 55,186 | 99,811 CHF | 101,081 CHF | 95.94% | 95.94% |
12/07/2024 | 1.67% | 1.80 CHF | 1.83 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 65,032 CHF | 66,128 CHF | 99.01% | 99.01% |
11/07/2024 | 1.13% | 1.71 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,320 CHF | 128,761 CHF | 98.24% | 98.24% |
10/07/2024 | 1.15% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,438 CHF | 124,863 CHF | 100.00% | 100.00% |
09/07/2024 | 1.16% | 1.63 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,045 CHF | 123,470 CHF | 94.27% | 94.27% |
08/07/2024 | 1.18% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,239 CHF | 122,681 CHF | 99.86% | 99.86% |
05/07/2024 | 1.15% | 1.65 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,373 CHF | 124,799 CHF | 98.86% | 98.86% |
04/07/2024 | 1.20% | 1.60 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,531 CHF | 119,959 CHF | 97.51% | 97.51% |
03/07/2024 | 1.28% | 1.51 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,923 CHF | 111,336 CHF | 99.71% | 99.71% |
02/07/2024 | 1.33% | 1.45 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,021 CHF | 105,408 CHF | 99.54% | 99.54% |