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 | 0.53% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,048 CHF | 142,798 CHF | 99.73% | 99.73% |
12/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,795 CHF | 140,545 CHF | 99.01% | 99.01% |
11/07/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,098 CHF | 143,889 CHF | 99.08% | 99.08% |
10/07/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,679 CHF | 140,429 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,365 CHF | 138,115 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,211 CHF | 137,961 CHF | 83.92% | 83.92% |
05/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,515 CHF | 131,265 CHF | 98.86% | 98.86% |
04/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,923 CHF | 130,673 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,399 CHF | 124,149 CHF | 99.82% | 99.82% |
02/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,107 CHF | 128,857 CHF | 99.81% | 99.81% |