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 | 1.62% | 1.08 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,264 CHF | 85,636 CHF | 88.82% | 88.82% |
12/07/2024 | 1.60% | 1.15 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,321 CHF | 84,668 CHF | 88.14% | 88.14% |
11/07/2024 | 1.77% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,936 CHF | 80,343 CHF | 90.84% | 90.84% |
10/07/2024 | 1.83% | 0.99 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,181 CHF | 74,536 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,942 CHF | 75,273 CHF | 94.95% | 94.95% |
08/07/2024 | 1.82% | 0.98 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,333 CHF | 75,701 CHF | 99.28% | 99.28% |
05/07/2024 | 1.72% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,304 CHF | 78,643 CHF | 97.54% | 97.54% |
04/07/2024 | 1.83% | 1.02 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,699 CHF | 77,096 CHF | 95.45% | 95.45% |
03/07/2024 | 1.75% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,976 CHF | 75,278 CHF | 99.89% | 99.89% |
02/07/2024 | 1.10% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,097 CHF | 68,853 CHF | 99.89% | 99.89% |