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 | 1.86% | 1.05 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,513 CHF | 82,022 CHF | 91.58% | 91.58% |
12/07/2024 | 1.91% | 1.06 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,611 CHF | 80,126 CHF | 98.90% | 98.90% |
11/07/2024 | 1.84% | 1.09 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,611 CHF | 83,126 CHF | 94.09% | 94.09% |
10/07/2024 | 1.89% | 1.08 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,762 CHF | 80,262 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,631 CHF | 78,131 CHF | 100.00% | 100.00% |
08/07/2024 | 1.92% | 1.02 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,553 CHF | 78,035 CHF | 83.70% | 83.70% |
05/07/2024 | 2.08% | 0.92 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,695 CHF | 72,177 CHF | 98.86% | 98.86% |
04/07/2024 | 2.09% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,245 CHF | 71,729 CHF | 99.19% | 99.19% |
03/07/2024 | 2.29% | 0.87 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,783 CHF | 66,283 CHF | 99.82% | 99.82% |
02/07/2024 | 2.15% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,973 CHF | 70,473 CHF | 93.11% | 93.11% |