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 | 1.27% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,689 CHF | 59,439 CHF | 99.61% | 99.61% |
12/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,718 CHF | 59,468 CHF | 99.01% | 99.01% |
11/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,496 CHF | 60,246 CHF | 93.88% | 93.88% |
10/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,581 CHF | 57,331 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,050 CHF | 61,800 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,329 CHF | 63,079 CHF | 97.53% | 97.53% |
05/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,689 CHF | 62,439 CHF | 98.69% | 98.69% |
04/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,425 CHF | 62,175 CHF | 87.44% | 87.44% |
03/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,144 CHF | 60,894 CHF | 99.95% | 99.95% |
02/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,089 | 75,000 | 55,214 CHF | 55,900 CHF | 100.00% | 100.00% |