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 | 1.24% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 66,642 CHF | 67,392 CHF | 99.72% | 99.72% |
12/07/2024 | 1.73% | 1.22 CHF | 1.24 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 42,953 CHF | 43,703 CHF | 99.01% | 99.01% |
11/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,671 CHF | 83,421 CHF | 95.51% | 95.51% |
10/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,402 CHF | 79,152 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,093 CHF | 77,843 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,189 CHF | 76,939 CHF | 96.46% | 96.46% |
05/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,461 CHF | 79,211 CHF | 98.86% | 98.86% |
04/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,198 CHF | 73,948 CHF | 100.00% | 100.00% |
03/07/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,876 CHF | 64,626 CHF | 99.76% | 99.76% |
02/07/2024 | 1.30% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,819 | 75,000 | 57,906 CHF | 58,087 CHF | 100.00% | 100.00% |