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 | 1.69% | 1.03 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,269 CHF | 81,637 CHF | 81.89% | 81.89% |
12/07/2024 | 1.70% | 1.10 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,520 CHF | 80,882 CHF | 87.72% | 87.72% |
11/07/2024 | 1.77% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,752 CHF | 76,088 CHF | 89.59% | 89.59% |
10/07/2024 | 1.93% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,684 CHF | 70,019 CHF | 100.00% | 100.00% |
09/07/2024 | 1.93% | 0.88 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,584 CHF | 70,936 CHF | 94.95% | 94.95% |
08/07/2024 | 2.00% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,684 CHF | 71,089 CHF | 97.66% | 97.66% |
05/07/2024 | 1.78% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,689 CHF | 73,997 CHF | 92.38% | 92.38% |
04/07/2024 | 1.92% | 0.96 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,061 CHF | 72,437 CHF | 95.45% | 95.45% |
03/07/2024 | 1.95% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,220 CHF | 70,584 CHF | 99.90% | 99.90% |
02/07/2024 | 2.11% | 0.86 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,208 CHF | 64,557 CHF | 99.75% | 99.75% |