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% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,325 CHF | 61,075 CHF | 99.00% | 99.00% |
12/07/2024 | 1.02% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 66,418 | 66,418 | 64,637 CHF | 65,301 CHF | 98.59% | 98.59% |
11/07/2024 | 1.17% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,541 CHF | 64,291 CHF | 98.32% | 98.32% |
10/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,260 CHF | 72,010 CHF | 95.07% | 95.07% |
09/07/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,402 CHF | 70,152 CHF | 98.62% | 98.62% |
08/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 74,412 | 74,412 | 68,171 CHF | 68,915 CHF | 98.41% | 98.41% |
05/07/2024 | 0.87% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,353 CHF | 57,853 CHF | 99.18% | 99.18% |
04/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,631 CHF | 59,131 CHF | 99.17% | 99.17% |
03/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,275 CHF | 58,775 CHF | 98.44% | 98.44% |
02/07/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,970 CHF | 60,470 CHF | 98.75% | 98.75% |