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 | 1.72% | 1.12 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,367 CHF | 87,869 CHF | 95.45% | 95.45% |
12/07/2024 | 1.78% | 1.14 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,474 CHF | 85,991 CHF | 98.91% | 98.91% |
11/07/2024 | 1.76% | 1.17 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,236 CHF | 88,785 CHF | 94.10% | 94.10% |
10/07/2024 | 1.76% | 1.15 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,358 CHF | 85,858 CHF | 100.00% | 100.00% |
09/07/2024 | 1.80% | 1.09 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,551 CHF | 84,051 CHF | 100.00% | 100.00% |
08/07/2024 | 1.79% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,752 CHF | 84,246 CHF | 83.70% | 83.70% |
05/07/2024 | 1.91% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,346 CHF | 78,834 CHF | 98.86% | 98.86% |
04/07/2024 | 1.89% | 1.03 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,899 CHF | 78,367 CHF | 99.19% | 99.19% |
03/07/2024 | 2.07% | 0.97 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,819 CHF | 73,319 CHF | 99.82% | 99.82% |
02/07/2024 | 1.96% | 1.03 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,962 CHF | 77,462 CHF | 89.35% | 89.35% |