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 | 0.65% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,134 CHF | 115,884 CHF | 100.00% | 100.00% |
12/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,069 CHF | 113,819 CHF | 99.68% | 99.68% |
11/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,572 CHF | 112,322 CHF | 99.04% | 99.04% |
10/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,717 CHF | 109,467 CHF | 96.10% | 96.10% |
09/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,329 CHF | 107,079 CHF | 99.67% | 99.67% |
08/07/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,101 CHF | 110,851 CHF | 99.85% | 99.85% |
05/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,258 CHF | 116,008 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,140 CHF | 112,890 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,216 CHF | 113,966 CHF | 99.24% | 99.24% |
02/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,785 CHF | 106,535 CHF | 99.66% | 99.66% |