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 | 1.29% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,891 CHF | 58,641 CHF | 99.39% | 99.39% |
12/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,766 CHF | 55,516 CHF | 99.06% | 99.06% |
11/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,759 CHF | 59,509 CHF | 97.61% | 97.61% |
10/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,338 CHF | 60,088 CHF | 95.48% | 95.48% |
09/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,436 CHF | 58,186 CHF | 99.06% | 99.06% |
08/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,262 CHF | 56,012 CHF | 99.23% | 99.23% |
05/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,804 CHF | 56,554 CHF | 99.39% | 99.39% |
04/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,044 CHF | 56,794 CHF | 99.38% | 99.38% |
03/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,029 CHF | 52,779 CHF | 98.63% | 98.63% |
02/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,470 CHF | 55,220 CHF | 99.07% | 99.07% |