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 | 0.87% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,488 CHF | 86,238 CHF | 99.95% | 99.95% |
12/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,420 CHF | 82,170 CHF | 95.51% | 95.51% |
11/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,294 CHF | 83,044 CHF | 98.50% | 98.50% |
10/07/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,554 CHF | 79,304 CHF | 91.94% | 91.94% |
09/07/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,294 CHF | 82,044 CHF | 98.90% | 98.90% |
08/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,552 CHF | 85,302 CHF | 95.68% | 95.68% |
05/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,710 CHF | 83,460 CHF | 98.30% | 98.30% |
04/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,522 CHF | 81,272 CHF | 99.99% | 99.99% |
03/07/2024 | 0.89% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,767 CHF | 84,517 CHF | 98.52% | 98.52% |
02/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,476 CHF | 92,226 CHF | 95.55% | 95.55% |