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 | 1.80% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 98,205 | 98,205 | 54,205 CHF | 55,187 CHF | 86.36% | 86.36% |
12/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,300 CHF | 65,050 CHF | 98.83% | 98.83% |
11/07/2024 | 1.05% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 74,025 | 73,585 | 70,494 CHF | 70,800 CHF | 97.91% | 97.91% |
10/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,316 CHF | 72,066 CHF | 95.09% | 95.09% |
09/07/2024 | 1.01% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 72,624 | 72,622 | 71,251 CHF | 71,975 CHF | 98.62% | 98.62% |
08/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 74,998 | 66,486 CHF | 67,234 CHF | 98.59% | 98.59% |
05/07/2024 | 1.06% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 74,997 | 70,694 CHF | 71,441 CHF | 99.17% | 99.17% |
04/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 74,984 | 69,193 CHF | 69,929 CHF | 99.18% | 99.18% |
03/07/2024 | 1.32% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,586 CHF | 57,336 CHF | 98.45% | 98.45% |
02/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,582 | 75,582 | 52,414 CHF | 53,170 CHF | 98.86% | 98.86% |