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 | 1.05% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,257 CHF | 72,007 CHF | 99.06% | 99.06% |
12/07/2024 | 1.13% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,291 CHF | 67,041 CHF | 98.81% | 98.81% |
11/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 72,662 | 72,662 | 68,993 CHF | 69,720 CHF | 21.38% | 97.99% |
10/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 74,452 | 74,452 | 71,530 CHF | 72,274 CHF | 95.15% | 95.15% |
09/07/2024 | 1.05% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,095 CHF | 71,845 CHF | 98.69% | 98.69% |
08/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 70,375 | 70,375 | 69,115 CHF | 69,818 CHF | 97.89% | 98.59% |
05/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,661 CHF | 67,411 CHF | 99.18% | 99.18% |
04/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,322 CHF | 67,072 CHF | 99.18% | 99.18% |
03/07/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,147 CHF | 58,897 CHF | 98.44% | 98.44% |
02/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,920 CHF | 52,670 CHF | 98.85% | 98.85% |