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 | 0.61% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,911 CHF | 123,661 CHF | 99.16% | 99.16% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,467 CHF | 123,217 CHF | 99.28% | 99.28% |
11/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,437 CHF | 122,187 CHF | 98.46% | 98.46% |
10/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,211 CHF | 117,961 CHF | 99.02% | 99.02% |
09/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,618 CHF | 113,368 CHF | 99.23% | 99.23% |
08/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,582 CHF | 113,332 CHF | 98.89% | 98.89% |
05/07/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,272 CHF | 115,022 CHF | 99.23% | 99.23% |
04/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,680 CHF | 116,430 CHF | 99.23% | 99.23% |
03/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,995 CHF | 114,745 CHF | 99.23% | 99.23% |
02/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,656 CHF | 111,406 CHF | 99.23% | 99.23% |