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 | 0.56% | 1.75 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,135 CHF | 134,885 CHF | 99.72% | 99.72% |
12/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,843 CHF | 132,593 CHF | 99.01% | 99.01% |
11/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,203 CHF | 135,953 CHF | 99.08% | 99.08% |
10/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,799 CHF | 132,549 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,504 CHF | 130,254 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,350 CHF | 130,100 CHF | 83.92% | 83.92% |
05/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,554 CHF | 123,304 CHF | 98.86% | 98.86% |
04/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,070 CHF | 122,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,495 CHF | 116,245 CHF | 99.82% | 99.82% |
02/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,176 CHF | 120,926 CHF | 95.67% | 95.67% |