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 | 0.62% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,714 CHF | 121,464 CHF | 99.95% | 99.95% |
12/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,602 CHF | 117,352 CHF | 95.53% | 95.53% |
11/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,504 CHF | 118,254 CHF | 86.30% | 86.30% |
10/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,606 CHF | 114,356 CHF | 91.94% | 91.94% |
09/07/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,353 CHF | 117,103 CHF | 98.88% | 98.88% |
08/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,586 CHF | 120,336 CHF | 95.67% | 95.67% |
05/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,766 CHF | 118,516 CHF | 98.30% | 98.30% |
04/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,537 CHF | 116,287 CHF | 99.97% | 99.97% |
03/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,948 CHF | 119,698 CHF | 95.09% | 95.09% |
02/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,443 CHF | 127,193 CHF | 95.55% | 95.55% |