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 | 0.85% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,826 CHF | 100,677 CHF | 99.68% | 99.68% |
12/07/2024 | 1.07% | 1.33 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,779 CHF | 100,856 CHF | 99.01% | 99.01% |
11/07/2024 | 1.01% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,693 CHF | 98,683 CHF | 99.09% | 99.09% |
10/07/2024 | 1.07% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,750 CHF | 99,811 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,215 CHF | 103,965 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,448 CHF | 103,198 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.35 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,919 CHF | 103,742 CHF | 96.57% | 96.57% |
04/07/2024 | 0.93% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,112 CHF | 100,035 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,316 CHF | 98,066 CHF | 100.00% | 100.00% |
02/07/2024 | 1.08% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,815 CHF | 83,712 CHF | 100.00% | 100.00% |