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 | 1.10% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,222 CHF | 78,076 CHF | 99.68% | 99.68% |
12/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,279 CHF | 78,029 CHF | 99.01% | 99.01% |
11/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,193 CHF | 75,943 CHF | 99.08% | 99.08% |
10/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,250 CHF | 77,000 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,494 CHF | 81,465 CHF | 100.00% | 100.00% |
08/07/2024 | 1.41% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,569 CHF | 80,698 CHF | 100.00% | 100.00% |
05/07/2024 | 1.18% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,215 CHF | 81,169 CHF | 96.57% | 96.57% |
04/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,612 CHF | 77,362 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,580 CHF | 75,566 CHF | 100.00% | 100.00% |
02/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,315 CHF | 61,065 CHF | 100.00% | 100.00% |