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 | 0.69% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,822 CHF | 109,572 CHF | 99.19% | 99.19% |
12/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,344 CHF | 109,094 CHF | 99.27% | 99.27% |
11/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,295 CHF | 108,045 CHF | 98.46% | 98.46% |
10/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,047 CHF | 103,797 CHF | 99.02% | 99.02% |
09/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,417 CHF | 99,167 CHF | 99.24% | 99.24% |
08/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,519 CHF | 99,269 CHF | 98.89% | 98.89% |
05/07/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,076 CHF | 100,826 CHF | 99.23% | 99.23% |
04/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,483 CHF | 102,233 CHF | 99.23% | 99.23% |
03/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,790 CHF | 100,540 CHF | 99.23% | 99.23% |
02/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,416 CHF | 97,166 CHF | 99.24% | 99.24% |