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 | 1.37% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 54,514 | 54,514 | 60,672 CHF | 61,422 CHF | 99.73% | 99.73% |
12/07/2024 | 1.82% | 1.11 CHF | 1.13 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 38,929 CHF | 39,642 CHF | 99.01% | 99.01% |
11/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,529 CHF | 75,279 CHF | 98.90% | 98.90% |
10/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,280 CHF | 71,030 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,954 CHF | 69,704 CHF | 96.65% | 96.65% |
08/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,024 CHF | 68,774 CHF | 99.98% | 99.98% |
05/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,285 CHF | 71,035 CHF | 98.86% | 98.86% |
04/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,995 CHF | 65,745 CHF | 100.00% | 100.00% |
03/07/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,648 | 75,000 | 56,145 CHF | 56,448 CHF | 99.82% | 99.82% |
02/07/2024 | 1.52% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 81,520 | 75,000 | 53,226 CHF | 49,873 CHF | 100.00% | 100.00% |