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 | 1.15% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,359 CHF | 67,127 CHF | 98.73% | 98.73% |
12/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,155 CHF | 65,905 CHF | 99.38% | 99.38% |
11/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,930 CHF | 64,680 CHF | 99.16% | 99.16% |
10/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,934 CHF | 63,684 CHF | 99.38% | 99.38% |
09/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,080 CHF | 61,830 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,471 CHF | 63,221 CHF | 100.00% | 100.00% |
05/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,893 CHF | 64,694 CHF | 99.62% | 99.62% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,656 CHF | 64,406 CHF | 100.00% | 100.00% |
03/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,206 CHF | 62,956 CHF | 99.72% | 99.72% |
02/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,456 CHF | 57,206 CHF | 96.55% | 96.55% |