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 | 0.97% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 51,421 | 51,421 | 52,924 CHF | 53,439 CHF | 99.01% | 99.01% |
12/07/2024 | 1.10% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 74,645 | 74,645 | 67,761 CHF | 68,507 CHF | 98.83% | 98.83% |
11/07/2024 | 0.97% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 51,252 | 51,252 | 52,672 CHF | 53,185 CHF | 98.10% | 98.10% |
10/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,115 CHF | 70,865 CHF | 95.14% | 95.14% |
09/07/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 73,418 | 73,418 | 70,965 CHF | 71,699 CHF | 98.58% | 98.58% |
08/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,255 CHF | 71,005 CHF | 98.33% | 98.33% |
05/07/2024 | 1.34% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,985 CHF | 56,735 CHF | 99.17% | 99.17% |
04/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,100 CHF | 55,850 CHF | 99.18% | 99.18% |
03/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,037 CHF | 56,787 CHF | 98.44% | 98.44% |
02/07/2024 | 1.37% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,340 CHF | 55,090 CHF | 98.86% | 98.86% |