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 | 0.74% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 103,642 CHF | 104,347 CHF | 99.72% | 99.72% |
12/07/2024 | 1.01% | 1.90 CHF | 1.92 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 68,453 CHF | 69,150 CHF | 99.01% | 99.01% |
11/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,688 CHF | 134,438 CHF | 98.45% | 98.45% |
10/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,344 CHF | 130,094 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,995 CHF | 128,745 CHF | 99.14% | 99.14% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,104 CHF | 127,854 CHF | 99.76% | 99.76% |
05/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,342 CHF | 130,092 CHF | 98.86% | 98.86% |
04/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,097 CHF | 124,847 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,755 CHF | 115,505 CHF | 99.82% | 99.82% |
02/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,135 CHF | 108,885 CHF | 100.00% | 100.00% |