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 | 1.14% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,388 CHF | 66,138 CHF | 99.00% | 99.00% |
12/07/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,369 CHF | 58,119 CHF | 98.83% | 98.83% |
11/07/2024 | 1.14% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,370 CHF | 66,120 CHF | 98.34% | 98.34% |
10/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,229 CHF | 59,979 CHF | 95.11% | 95.11% |
09/07/2024 | 1.22% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,300 CHF | 62,050 CHF | 98.62% | 98.62% |
08/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,108 CHF | 59,858 CHF | 98.50% | 98.50% |
05/07/2024 | 1.60% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 95,412 | 95,413 | 58,861 CHF | 59,815 CHF | 99.17% | 99.17% |
04/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,950 CHF | 61,950 CHF | 99.18% | 99.18% |
03/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,120 CHF | 63,120 CHF | 98.41% | 98.41% |
02/07/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,139 CHF | 61,139 CHF | 98.82% | 98.82% |