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 | 0.73% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,181 CHF | 102,931 CHF | 99.18% | 99.18% |
12/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,711 CHF | 102,461 CHF | 99.27% | 99.27% |
11/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,606 CHF | 101,356 CHF | 98.46% | 98.46% |
10/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,462 CHF | 97,212 CHF | 99.02% | 99.02% |
09/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,740 CHF | 92,490 CHF | 99.24% | 99.24% |
08/07/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,016 CHF | 92,766 CHF | 98.89% | 98.89% |
05/07/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,377 CHF | 94,127 CHF | 99.23% | 99.23% |
04/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,836 CHF | 95,586 CHF | 99.23% | 99.23% |
03/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,068 CHF | 93,818 CHF | 99.23% | 99.23% |
02/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,699 CHF | 90,449 CHF | 99.24% | 99.24% |