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% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,501 CHF | 122,251 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,509 CHF | 124,259 CHF | 99.68% | 99.68% |
11/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,708 CHF | 125,458 CHF | 86.34% | 86.34% |
10/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,077 CHF | 127,827 CHF | 96.09% | 96.09% |
09/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,461 CHF | 130,211 CHF | 99.66% | 99.66% |
08/07/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,545 CHF | 126,295 CHF | 99.85% | 99.85% |
05/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,872 CHF | 121,622 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,016 CHF | 124,766 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,909 CHF | 123,659 CHF | 99.25% | 99.25% |
02/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,732 CHF | 130,482 CHF | 99.66% | 99.66% |