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 | 0.85% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 54,514 | 54,514 | 98,497 CHF | 99,247 CHF | 99.73% | 99.73% |
12/07/2024 | 1.11% | 1.80 CHF | 1.82 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 64,886 CHF | 65,612 CHF | 99.01% | 99.01% |
11/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,540 CHF | 127,290 CHF | 99.08% | 99.08% |
10/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,293 CHF | 123,043 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,905 CHF | 121,655 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,970 CHF | 120,720 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,220 CHF | 122,970 CHF | 98.49% | 98.49% |
04/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,960 CHF | 117,710 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,627 CHF | 108,377 CHF | 99.82% | 99.82% |
02/07/2024 | 0.74% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,043 CHF | 101,793 CHF | 100.00% | 100.00% |