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 | 0.51% | 1.92 CHF | 1.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,771 CHF | 147,521 CHF | 99.73% | 99.73% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,481 CHF | 145,231 CHF | 99.01% | 99.01% |
11/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,883 CHF | 148,633 CHF | 99.09% | 99.09% |
10/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,491 CHF | 145,241 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,100 CHF | 142,850 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,945 CHF | 142,695 CHF | 83.92% | 83.92% |
05/07/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,258 CHF | 136,008 CHF | 98.83% | 98.83% |
04/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,617 CHF | 135,367 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,100 CHF | 128,850 CHF | 99.82% | 99.82% |
02/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,832 CHF | 133,582 CHF | 98.09% | 98.09% |