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 | 0.71% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,972 CHF | 120,826 CHF | 99.69% | 99.69% |
12/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,029 CHF | 120,779 CHF | 99.01% | 99.01% |
11/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,943 CHF | 118,693 CHF | 99.08% | 99.08% |
10/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,000 CHF | 119,750 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,244 CHF | 124,215 CHF | 100.00% | 100.00% |
08/07/2024 | 0.92% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,319 CHF | 123,448 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,965 CHF | 123,919 CHF | 96.57% | 96.57% |
04/07/2024 | 0.74% | 1.59 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,227 CHF | 120,112 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,330 CHF | 118,316 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,928 CHF | 103,815 CHF | 100.00% | 100.00% |