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 | 2.28% | 1.08 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,274 CHF | 83,145 CHF | 98.73% | 98.73% |
12/07/2024 | 2.11% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,333 CHF | 88,175 CHF | 99.38% | 99.38% |
11/07/2024 | 2.15% | 1.17 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,781 CHF | 92,755 CHF | 94.76% | 94.76% |
10/07/2024 | 2.01% | 1.28 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,867 CHF | 99,856 CHF | 99.52% | 99.52% |
09/07/2024 | 1.98% | 1.29 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,693 CHF | 94,543 CHF | 99.84% | 99.84% |
08/07/2024 | 1.60% | 1.24 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,847 CHF | 95,363 CHF | 99.18% | 99.18% |
05/07/2024 | 1.49% | 1.36 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,475 CHF | 99,954 CHF | 99.62% | 99.62% |
04/07/2024 | 1.53% | 1.33 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,620 CHF | 102,166 CHF | 98.25% | 98.25% |
03/07/2024 | 1.48% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,663 CHF | 73,748 CHF | 99.31% | 99.31% |
02/07/2024 | 1.30% | 1.53 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,948 CHF | 119,494 CHF | 93.44% | 93.44% |