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 | 1.40% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,811 CHF | 70,793 CHF | 99.72% | 99.72% |
12/07/2024 | 1.44% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,023 CHF | 70,022 CHF | 98.16% | 98.16% |
11/07/2024 | 1.37% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,859 CHF | 71,835 CHF | 99.02% | 99.02% |
10/07/2024 | 1.60% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 94,141 | 94,141 | 76,545 CHF | 77,720 CHF | 100.00% | 100.00% |
09/07/2024 | 1.63% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,808 CHF | 83,154 CHF | 100.00% | 100.00% |
08/07/2024 | 1.47% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,492 CHF | 67,473 CHF | 99.98% | 99.98% |
05/07/2024 | 1.36% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,140 CHF | 72,112 CHF | 98.33% | 98.33% |
04/07/2024 | 1.48% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,313 CHF | 71,361 CHF | 100.00% | 100.00% |
03/07/2024 | 1.46% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,378 CHF | 92,719 CHF | 99.96% | 99.96% |
02/07/2024 | 1.68% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,695 CHF | 80,028 CHF | 97.57% | 97.57% |